Convert trade data to a Pandas dataframe

Convert trade data returned from

• bourse.core.OrderBook.get_trades()

• bourse.core.StepEnv.get_trades()

into a Pandas dataframe.

Parameters:¶

trades: list[tuple]¶

List of trade data.

Returns:¶

pandas.DataFrame – Pandas dataframe with columns:

• time: Trade time (in nano-seconds)

• side: Order-book side of the trade

• vol: Trade volume

• active_id: Order id of the aggressive order

• passive_id: Order id of the passive order