fix(trader): volume×size(A股1手=100股) — DoubleMa 真策略回放 filled=3 跑通

2026-07-07 15:15:27 +08:00
parent 17a4801450
commit ba2138e1cf
2 changed files with 5 additions and 4 deletions
@@ -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)