[Blotter-commits] r1311 - pkg/quantstrat/R

[noreply at r-forge.r-project.org]

Author: efmrforge
Date: 2012-12-21 01:45:09 +0100 (Fri, 21 Dec 2012)
New Revision: 1311

Modified:
   pkg/quantstrat/R/orders.R
Log:
Fixed a  typo in a comment


Modified: pkg/quantstrat/R/orders.R
===================================================================
--- pkg/quantstrat/R/orders.R	2012-12-21 00:39:19 UTC (rev 1310)
+++ pkg/quantstrat/R/orders.R	2012-12-21 00:45:09 UTC (rev 1311)
@@ -25,7 +25,7 @@
 #' to retrieve the symbols list from the portfolio in the trade blotter.
 #' 
 #' @param portfolio text name of the portfolio to associate the order book with
-#' @param symbols a list of identfiers of the instruments to be contained in the Portfolio.  The name of any associated price objects (xts prices, usually OHLC) should match these
+#' @param symbols a list of identifiers of the instruments to be contained in the Portfolio.  The name of any associated price objects (xts prices, usually OHLC) should match these
 #' @param initDate date (ISO8601) prior to the first close price given in mktdata, used to initialize the order book with a dummy order
 #' @param \dots any other passthrough parameters
 #' @concept order book