diff --git a/sanguo_api/routes_paper.py b/sanguo_api/routes_paper.py
index 13aede8..3ba236a 100644
--- a/sanguo_api/routes_paper.py
+++ b/sanguo_api/routes_paper.py
@@ -146,14 +146,14 @@ def _run_replay(db, aid, req: PaperCreateRequest):
         if cls is None:
             continue   # 策略不可用（本机无 vnpy_ctastrategy）→ 跳过
         cta = PaperCtaEngine(s.name, match_session=s.match_session,
-                             listing_days=s.listing_days)
+                             listing_days=s.listing_days, size=100)   # A 股 1 手=100 股
         vt_symbol = f"{s.symbol}.{guess_exchange(s.symbol).value}"
         strat = cls(cta, s.name, vt_symbol, s.params)   # CtaTemplate(cta_engine, name, vt_symbol, setting)
         strat.trading = True   # 允许 send_order（等价 on_start）
         try:
             from vnpy.trader.utility import ArrayManager
             if not hasattr(strat, "am"):
-                strat.am = ArrayManager(100)
+                strat.am = ArrayManager(20)   # 默认 100 根才 inited，短区间不够；用 20 兼容
         except Exception:
             pass
         cta.set_strategy(strat)
diff --git a/sanguo_trader/cta_adapter.py b/sanguo_trader/cta_adapter.py
index 3adc1f9..f451733 100644
--- a/sanguo_trader/cta_adapter.py
+++ b/sanguo_trader/cta_adapter.py
@@ -30,10 +30,11 @@ class PaperCtaEngine:
 
     def __init__(self, strategy_id: str,
                  match_session: MatchSession | str = MatchSession.NEXT_OPEN,
-                 listing_days: int = 0) -> None:
+                 listing_days: int = 0, size: int = 1) -> None:
         self.strategy_id = strategy_id
         self.match_session = MatchSession(match_session) if isinstance(match_session, str) else match_session
         self.listing_days = listing_days
+        self.size = size   # 合约乘数：A 股 1 手=100 股 → size=100；mock 默认 1
         self.strategy = None
         self.pending_orders: list[PaperOrder] = []
 
@@ -51,7 +52,7 @@ class PaperCtaEngine:
             symbol=symbol,
             side=_direction_to_side(direction),
             price=float(price),
-            volume=int(volume),
+            volume=int(volume) * self.size,   # vnpy 策略 volume 单位=手，转股（A 股 ×100）
             is_market=True,
             match_session=self.match_session,
             listing_days=self.listing_days,