Test qlib from source slow

fix the warning (#1656) #1255

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Run time

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Job	Run time
build (windows-latest, 3.7)	42m 32s
build (windows-latest, 3.8)	22m 56s
build (ubuntu-20.04, 3.7)	37m 0s
build (ubuntu-20.04, 3.8)	30m 12s
build (ubuntu-22.04, 3.7)	35m 46s
build (ubuntu-22.04, 3.8)	13m 50s
build (macos-11, 3.7)	51m 22s
build (macos-11, 3.8)	41m 14s
build (macos-latest, 3.7)	22m 33s
build (macos-latest, 3.8)	27m 21s
	5h 24m 46s