Test qlib from source

add_baostock_collector #1249

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Run time

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Job	Run time
build (windows-latest, 3.7)	22m 59s
build (windows-latest, 3.8)	32m 40s
build (ubuntu-20.04, 3.7)	21m 31s
build (ubuntu-20.04, 3.8)	25m 21s
build (ubuntu-22.04, 3.7)	29m 46s
build (ubuntu-22.04, 3.8)	13m 31s
build (macos-11, 3.7)	32m 53s
build (macos-11, 3.8)	25m 55s
build (macos-latest, 3.7)	30m 36s
build (macos-latest, 3.8)	29m 3s
	4h 24m 15s