Test qlib from source slow

DRAFT add Data Health Checker #1614

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Run time

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Job	Run time
build (windows-latest, 3.8)	6m 58s
build (windows-latest, 3.9)	6m 50s
build (windows-latest, 3.10)	6m 58s
build (windows-latest, 3.11)	6m 57s
build (windows-latest, 3.12)	6m 56s
build (ubuntu-20.04, 3.8)	6m 51s
build (ubuntu-20.04, 3.9)	6m 50s
build (ubuntu-20.04, 3.10)	6m 52s
build (ubuntu-20.04, 3.11)	6m 52s
build (ubuntu-20.04, 3.12)	6m 51s
build (ubuntu-22.04, 3.8)	6m 51s
build (ubuntu-22.04, 3.9)	6m 51s
build (ubuntu-22.04, 3.10)	6m 51s
build (ubuntu-22.04, 3.11)	6m 52s
build (ubuntu-22.04, 3.12)	6m 52s
build (macos-13, 3.8)	6m 54s
build (macos-13, 3.9)	6m 55s
build (macos-13, 3.10)	6m 45s
build (macos-13, 3.11)	6m 55s
build (macos-13, 3.12)	6m 55s
build (macos-14, 3.8)	6m 54s
build (macos-14, 3.9)	6m 53s
build (macos-14, 3.10)	6m 55s
build (macos-14, 3.11)	6m 56s
build (macos-14, 3.12)	6m 55s
build (macos-15, 3.8)	6m 53s
build (macos-15, 3.9)	6m 54s
build (macos-15, 3.10)	6m 53s
build (macos-15, 3.11)	6m 53s
build (macos-15, 3.12)	6m 54s
	3h 26m 36s