INNER CODE UNIT · Python

compress_trades

pe049395/IMC-Prosperity-2024 · submissions/round5.py:68

    def compress_trades(self, trades: dict[Symbol, list[Trade]]) -> list[list[Any]]:
        compressed = []
        for arr in trades.values():
            for trade in arr:
                compressed.append([
                    trade.symbol,
                    trade.price,
                    trade.quantity,
                    trade.buyer,
                    trade.seller,
                    trade.timestamp,
                ])

        return compressed

    def compress_observations(self, observations: Observation) -> list[Any]:
        conversion_observations = {}
        for product, observation in observations.conversionObservations.items():

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