Test qlib from source

add_baostock_collector #1250

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Run time

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Job	Run time
build (windows-latest, 3.7)	30m 47s
build (windows-latest, 3.8)	21m 7s
build (ubuntu-20.04, 3.7)	14m 50s
build (ubuntu-20.04, 3.8)	18m 3s
build (ubuntu-22.04, 3.7)	20m 41s
build (ubuntu-22.04, 3.8)	13m 36s
build (macos-11, 3.7)	33m 52s
build (macos-11, 3.8)	26m 45s
build (macos-latest, 3.7)	27m 8s
build (macos-latest, 3.8)	24m 19s
	3h 51m 8s