生成两个有条件的随机数序列

【问题标题】：Generate two series of random numbers with condition生成两个有条件的随机数序列
【发布时间】：2020-07-13 07:30:11
【问题描述】：

如何生成 1000 个集合，每个集合包含 5 个随机数（买入和卖出价格），满足以下要求：

价格在集合之间没有依赖性仅在一个集合内。价格应为带 2 位小数的正数。例如。取自均值为 40 和 sd 4 的正态分布

例子

set_id 1

buy_prices: 23, 22, 21, 20, 19 -> buy prices should be sorted in desc order 
sell_prices: 24, 25, 26, 27, 28 -> sell prices should be sorted in ascending order 

Conditions:
buy prices: 1st > 2nd > 3rd > 4th > 5th
sell prices: 1st < 2nd < 3rd < 4th < 5th
In each set the first buy price should be < first sell_price

【问题讨论】：

标签： r random

【解决方案1】：

或许你可以试试下面的代码：

BuySell <- function(m = 40, s = 4) {
    S <- pmax(round(rnorm(10, m, s),2), 0)
    S.sorted <- sort(S)
    data.frame(buy = rev(head(S.sorted, 5)),sell = tail(S.sorted, 5))
}

lst <- replicate(1000,BuySell(),simplify = FALSE)

给出如下输出

> head(lst)
[[1]]
    buy  sell
1 38.94 39.12
2 38.93 40.36
3 38.72 42.03
4 38.54 42.58
5 34.86 43.07

[[2]]
    buy  sell
1 42.00 42.20
2 40.01 43.07
3 38.38 44.02
4 36.44 45.56
5 35.23 46.63

[[3]]
    buy  sell
1 41.12 41.26
2 41.01 41.44
3 40.70 41.74
4 36.28 43.04
5 34.97 44.33

[[4]]
    buy  sell
1 39.40 40.39
2 36.78 40.79
3 36.69 42.83
4 35.76 43.02
5 34.57 46.47

[[5]]
    buy  sell
1 38.60 39.03
2 37.90 40.65
3 37.13 43.17
4 35.36 43.74
5 29.99 47.76

[[6]]
    buy  sell
1 39.04 39.29
2 38.41 39.37
3 38.38 41.01
4 34.72 41.55
5 32.92 45.36

【讨论】：