Test qlib from source slow

add_baostock_collector #1241

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Run time

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Job	Run time
build (windows-latest, 3.7)	1h 45m 39s
build (windows-latest, 3.8)	49m 45s
build (ubuntu-20.04, 3.7)	1h 12m 25s
build (ubuntu-20.04, 3.8)	45m 30s
build (ubuntu-22.04, 3.7)	48m 38s
build (ubuntu-22.04, 3.8)	29m 53s
build (macos-11, 3.7)	50m 54s
build (macos-11, 3.8)	40m 17s
build (macos-latest, 3.7)	30m 32s
build (macos-latest, 3.8)	19m 41s
	8h 13m 14s