Test qlib from source slow

add_baostock_collector #1252

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Run time

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Job	Run time
build (windows-latest, 3.7)	1h 1m 57s
build (windows-latest, 3.8)	52m 55s
build (ubuntu-20.04, 3.7)	36m 27s
build (ubuntu-20.04, 3.8)	29m 52s
build (ubuntu-22.04, 3.7)	55m 47s
build (ubuntu-22.04, 3.8)	30m 44s
build (macos-11, 3.7)	51m 45s
build (macos-11, 3.8)	38m 59s
build (macos-latest, 3.7)	1h 39m 30s
build (macos-latest, 3.8)	45m 13s
	8h 23m 9s