From d381865a89d8c943036b9cee5f6492657f6f159b Mon Sep 17 00:00:00 2001
From: fawce <fawce@quantopian.com>
Date: Tue, 30 Apr 2013 17:04:57 -0400
Subject: [PATCH] BUG: Ensure that order exists before attempting to cancel.

---
 zipline/finance/blotter.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/zipline/finance/blotter.py b/zipline/finance/blotter.py
index af4d5ad2..f3741e7b 100644
--- a/zipline/finance/blotter.py
+++ b/zipline/finance/blotter.py
@@ -100,6 +100,9 @@ class Blotter(object):
         return order.id
 
     def cancel(self, order_id):
+        if order_id not in self.orders:
+            return
+
         cur_order = self.orders[order_id]
         if cur_order.open:
             order_list = self.open_orders[cur_order.sid]