Test qlib from source slow

Fix issue 1729 #1357

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Run time

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Job	Run time
build (windows-latest, 3.7)	23m 5s
build (windows-latest, 3.8)	20m 22s
build (ubuntu-20.04, 3.7)	17m 15s
build (ubuntu-20.04, 3.8)	15m 6s
build (ubuntu-22.04, 3.7)	17m 44s
build (ubuntu-22.04, 3.8)	14m 38s
build (macos-11, 3.7)	1h 1m 13s
build (macos-11, 3.8)	48m 16s
build (macos-12, 3.7)	31m 20s
build (macos-12, 3.8)	18m 8s
	4h 27m 7s