Test qlib from source

add_baostock_collector #1231

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Run time

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Job	Run time
build (windows-latest, 3.7)	39m 29s
build (windows-latest, 3.8)	26m 59s
build (ubuntu-20.04, 3.7)	30m 4s
build (ubuntu-20.04, 3.8)	20m 56s
build (ubuntu-22.04, 3.7)	28m 10s
build (ubuntu-22.04, 3.8)	19m 31s
build (macos-11, 3.7)	34m 42s
build (macos-11, 3.8)	28m 46s
build (macos-latest, 3.7)	36m 53s
build (macos-latest, 3.8)	24m 32s
	4h 50m 2s