Test qlib from source slow

add_baostock_collector #1258

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Run time

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Job	Run time
build (windows-latest, 3.7)	26m 35s
build (windows-latest, 3.8)	40m 50s
build (ubuntu-20.04, 3.7)	16m 9s
build (ubuntu-20.04, 3.8)	24m 32s
build (ubuntu-22.04, 3.7)	29m 41s
build (ubuntu-22.04, 3.8)	14m 25s
build (macos-11, 3.7)	50m 2s
build (macos-11, 3.8)	37m 54s
build (macos-latest, 3.7)	31m 31s
build (macos-latest, 3.8)	17m 48s
	4h 49m 27s