除了币安，别的接口也有这个问题，我在AtrRsiStrategy策略上改为1h策略，用OKEX V5测试的，最新版本VNPY，如下是策略代码，：

from vnpy.app.cta_strategy import (
CtaTemplate,
StopOrder,
TickData,
BarData,
TradeData,
OrderData,
BarGenerator,
ArrayManager,
)

from vnpy.trader.constant import Interval

class AtrRsiStrategy(CtaTemplate):
""""""

author = "用Python的交易员"

atr_length = 22
atr_ma_length = 10
rsi_length = 5
rsi_entry = 16
trailing_percent = 0.8
fixed_size = 1

atr_value = 0
atr_ma = 0
rsi_value = 0
rsi_buy = 0
rsi_sell = 0
intra_trade_high = 0
intra_trade_low = 0
intra_trade_open = 0
intra_trade_close = 0

parameters = [
    "atr_length",
    "atr_ma_length",
    "rsi_length",
    "rsi_entry",
    "trailing_percent",
    "fixed_size"
]
variables = [
    "atr_value",
    "atr_ma",
    "rsi_value",
    "rsi_buy",
    "rsi_sell",
    "intra_trade_high",
    "intra_trade_low",
    "intra_trade_open",
    "intra_trade_close"
]

def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
    """"""
    super().__init__(cta_engine, strategy_name, vt_symbol, setting)
    self.bg = BarGenerator(self.on_bar, 1, self.on_1h_bar, interval = Interval.HOUR)
    self.am = ArrayManager()

def on_init(self):
    """
    Callback when strategy is inited.
    """
    self.write_log("策略初始化")

    self.rsi_buy = 50 + self.rsi_entry
    self.rsi_sell = 50 - self.rsi_entry

    self.load_bar(days=10, interval = Interval.HOUR)

def on_start(self):
    """
    Callback when strategy is started.
    """
    self.write_log("策略启动")

def on_stop(self):
    """
    Callback when strategy is stopped.
    """
    self.write_log("策略停止")

def on_tick(self, tick: TickData):
    """
    Callback of new tick data update.
    """
    self.bg.update_tick(tick)

def on_bar(self, bar: BarData):
    """
    Callback of new bar data update.
    """
    self.bg.update_bar(bar)

def on_1h_bar(self, bar: BarData):
    """
    Callback of new bar data update.
    """
    self.cancel_all()

    am = self.am
    am.update_bar(bar)
    if not am.inited:
        return

    atr_array = am.atr(self.atr_length, array=True)
    self.atr_value = atr_array[-1]
    self.atr_ma = atr_array[-self.atr_ma_length:].mean()
    self.rsi_value = am.rsi(self.rsi_length)

    if self.pos == 0:
        self.intra_trade_high = bar.high_price
        self.intra_trade_low = bar.low_price
        self.intra_trade_open = bar.open_price
        self.intra_trade_close = bar.close_price


        if self.atr_value > self.atr_ma:
            if self.rsi_value > self.rsi_buy:
                self.buy(bar.close_price + 5, self.fixed_size)
            elif self.rsi_value < self.rsi_sell:
                self.short(bar.close_price - 5, self.fixed_size)

    elif self.pos > 0:
        self.intra_trade_high = max(self.intra_trade_high, bar.high_price)
        self.intra_trade_low = bar.low_price

        long_stop = self.intra_trade_high * \
            (1 - self.trailing_percent / 100)
        self.sell(long_stop, abs(self.pos), stop=True)

    elif self.pos < 0:
        self.intra_trade_low = min(self.intra_trade_low, bar.low_price)
        self.intra_trade_high = bar.high_price

        short_stop = self.intra_trade_low * \
            (1 + self.trailing_percent / 100)
        self.cover(short_stop, abs(self.pos), stop=True)

    self.put_event()

def on_order(self, order: OrderData):
    """
    Callback of new order data update.
    """
    pass

def on_trade(self, trade: TradeData):
    """
    Callback of new trade data update.
    """
    self.put_event()

def on_stop_order(self, stop_order: StopOrder):
    """
    Callback of stop order update.
    """
    pass

币安永续合约，是在on_hour_bar下为0。是最近的版本才有这个问题。

同问，1小时的close_price为0是什么原因？提问给官方人员，他们说测试不出这个问题

CTA运行时间长了，发单变多，系统内存占用越来越大，如何降低啊？除了重新启动外