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

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,