examples/rl_order_execution doesn't work correctly

🐛 Bug Description

Unable to run through the example according to the process

To Reproduce

Steps to reproduce the behavior:

1."Get Data" step—— success
2."Generate Pickle-Style Data" step:——success
3."Training" step—— report error:
"weakly-referenced object no longer exists"
4:change source code:
qlib.rl.utils.env_wrapper.py line 119 "obj.env = weakref.proxy(self)" to "obj.env = self"
—— report error: "cannot pickle 'generator' object"
5: Comment out a piece of code——"obj.env = weakref.proxy(self)"
——report error: "BrokenPipeError: [WinError 109] The pipe has been ended"
6: parameters "concurrency: 4" in "train_opds.yml"，will cost 110G memory at runtime

Expected Behavior

I hope to be able to run through the entire process

Screenshot

Environment

Note: User could run cd scripts && python collect_info.py all under project directory to get system information
and paste them here directly.

• Qlib version: 0.9.1.99
• Python version: 3.8.9
• OS (Windows, Linux, MacOS): Windows11
• Commit number (optional, please provide it if you are using the dev version):

Additional Notes

Start by running the steps in examples/rl_order_execution on the reported Python 3.8.9 and Windows 11 environment, then inspect qlib.rl.utils.env_wrapper.py around line 119 and the concurrency setting in train_opds.yml. Compare each failure during training, including the weak-reference, pickling, pipe, and memory errors. Done means the complete example runs successfully without requiring excessive memory.