Test qlib from source slow

Add some misc features. #1450

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Run time

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Job	Run time
build (windows-latest, 3.7)	26m 3s
build (windows-latest, 3.8)	19m 34s
build (ubuntu-20.04, 3.7)	16m 11s
build (ubuntu-20.04, 3.8)	13m 27s
build (ubuntu-22.04, 3.7)	17m 12s
build (ubuntu-22.04, 3.8)	13m 42s
build (macos-11, 3.7)	30m 39s
build (macos-11, 3.8)	40m 58s
build (macos-12, 3.7)	20m 55s
build (macos-12, 3.8)	18m 25s
	3h 37m 6s