Fixes update_locals() in collect_rollouts() of OnPolicyAlgorithm

[PatrickHelm]

Description

I added a call to callback.update_locals(locals()) before calling callback.on_rollout_end() in the collect_rollouts() function in OnPolicyAlgorithm, as suggested by #864.

Motivation and Context

closes #864

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[araffin]

LGTM, thanks =)