Test qlib from source

add_baostock_collector #1253

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Run time

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Job	Run time
build (windows-latest, 3.7)	23m 13s
build (windows-latest, 3.8)	22m 16s
build (ubuntu-20.04, 3.7)	12m 13s
build (ubuntu-20.04, 3.8)	13m 57s
build (ubuntu-22.04, 3.7)	12m 35s
build (ubuntu-22.04, 3.8)	13m 27s
build (macos-11, 3.7)	33m 24s
build (macos-11, 3.8)	26m 58s
build (macos-latest, 3.7)	30m 41s
build (macos-latest, 3.8)	17m 1s
	3h 25m 45s