BUG: Protect against transactions with an amount less than 1.

If the amount is less than 1, then many more transactions than are
needed are created and then ignored by both the slippage and blotter
code.

zipline/finance/slippage.py

@@ -103,6 +103,14 @@ class Transaction(object):
 
 def create_transaction(event, order, price, amount):
 
+    # floor the amount to protect against non-whole number orders
+    # TODO: Investigate whether we can add a robust check in blotter
+    # and/or tradesimulation, as well.
+    amount_magnitude = int(math.copysign(amount, 1))
+
+    if amount_magnitude < 1:
+        raise Exception("Transaction magnitude must be at least 1.")
+
     txn = {
         'sid': event.sid,
         'amount': int(amount),
@@ -180,17 +188,17 @@ class VolumeShareSlippage(SlippageModel):
         # price impact accounts for the total volume of transactions
         # created against the current minute bar
         remaining_volume = max_volume - self.volume_for_bar
-        if (
-            remaining_volume <= 0
-            or
-            zp_math.tolerant_equals(remaining_volume, 0)
-        ):
+        if remaining_volume < 1:
             # we can't fill any more transactions
             return
 
         # the current order amount will be the min of the
         # volume available in the bar or the open amount.
-        cur_volume = min(remaining_volume, abs(order.open_amount))
+        cur_volume = int(min(remaining_volume, abs(order.open_amount)))
+
+        if cur_volume < 1:
+            return
+
         # tally the current amount into our total amount ordered.
         # total amount will be used to calculate price impact
         total_volume = self.volume_for_bar + cur_volume