its starting to get stable

econ/exchange.py

@@ -270,7 +270,7 @@ class Exchange():
             data={}
             data["cxid"]=name
             data["episode"]=episode
-            data["step"]=step
+            #data["step"]=step
             data["tstep"]=timepoint
             data["instrm"]=instrm
             data["best_ask"]=0
@@ -283,21 +283,21 @@ class Exchange():
         ## add best ask/best bid
         for item , value in self.best_ask.items():
             if value!=None:
-                localStepDB[item]["best_ask"]=value
+                localStepDB[item]["best_ask"]=int(value)
         for item , value in self.best_bid.items():
             if value!=None:
-                localStepDB[item]["best_bid"]=value
+                localStepDB[item]["best_bid"]=int(value)
         #demand supply
         for item , value in self.total_demand.items():
             if value!=None:
-                localStepDB[item]["total_demand"]=value
+                localStepDB[item]["total_demand"]=int(value)
         for item , value in self.total_supply.items():
             if value!=None:
-                localStepDB[item]["total_supply"]=value
+                localStepDB[item]["total_supply"]=int(value)
         #last market rate
         for item , value in self.market_rate.items():
             if value!=None:
-                localStepDB[item]["market_rate"]=value
+                localStepDB[item]["market_rate"]=int(value)
 
         if autolog:
             for id,item in localStepDB.items():
@@ -305,15 +305,29 @@ class Exchange():
         return localStepDB
     
     def log_episode(self,name,episode):
-        for t in self.executed_trades:      
-            data={}
-            data["id"]=uuid.uuid4()
-            data["cxid"]=name
-            data["episode"]=episode
-            data["order_id"]=t.order_id
-            data["instmt"]=t.instmt
-            data["price"]=t.trade_price
-            data["qty"]=t.trade_qty
-            data["side"]=t.trade_side
-            log.EXTradeData.append(data)
+        transformed={}
+        
+        for t in self.executed_trades:
+            if t.trade_side==1:
+                # will get logged twice so only log one side    
+                if t.instmt not in transformed:
+                    transformed[t.instmt]={}
+                  
+                if t.trade_price not in transformed[t.instmt]:
+                    transformed[t.instmt][t.trade_price]=0
+                transformed[t.instmt][t.trade_price]+=t.trade_qty
+               
+        for inst,stats in transformed.items():
+            for price,qty in stats.items():
+                data={}
+                #data["id"]=uuid.uuid4()
+                data["cxid"]=name
+                data["episode"]=int(episode)
+                #data["order_id"]=t.order_id
+                data["instmt"]=t.instmt
+                data["price"]=int(price)
+                data["qty"]=int(qty)
+               
+                #data["side"]=int(t.trade_side)
+                log.EXTradeData.append(data)