More appropriate way to make this happen is this and it will not close the wizard

return { 
    'type' : 'ir.actions.do_nothing'
 }

It works for me:

action = self.env["ir.actions.actions"]._for_xml_id("current_model.current_action")
action['res_id'] = self.id
return action

If I'm not mistaken previously it was possible with the attribute special='string', e.g.:

<button name="do_stuff" type="object" string="Do Stuff" class="oe_highlight" special="string"/>

Be cautious: (even if it helped) the object would not be saved before the button is triggered. For example, some of compute, inverse, create/write method would not have take a place. Thus, the behavior would be different in comparison to normal button, some figures might be not yet calculated.

Alternatively, it should be done by adding JavaScript event handlers.