From fd60d775d59783197db25502620e00c4e102dace Mon Sep 17 00:00:00 2001
From: Eddie Hebert <ehebert@quantopian.com>
Date: Wed, 12 Jun 2013 10:15:11 -0400
Subject: [PATCH] BUG: Fix early exit from fixed slippage when a order amount
 is zero.

The order loop should continue, effectively dropping/skipping the zero
amount order, not return early and erroneously skip possible valid
orders.
---
 zipline/finance/slippage.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/zipline/finance/slippage.py b/zipline/finance/slippage.py
index 82fdb46a..2ea8f31b 100644
--- a/zipline/finance/slippage.py
+++ b/zipline/finance/slippage.py
@@ -224,7 +224,7 @@ class FixedSlippage(SlippageModel):
                 continue
 
             if zp_math.tolerant_equals(order.amount, 0):
-                return txns
+                continue
 
             txn = create_transaction(
                 event,