Test qlib from source slow

Add "mse" metric option to ALSTM.metric_fn #1421

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Run time

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Job	Run time
build (windows-latest, 3.7)	21m 12s
build (windows-latest, 3.8)	25m 2s
build (ubuntu-20.04, 3.7)	16m 11s
build (ubuntu-20.04, 3.8)	14m 39s
build (ubuntu-22.04, 3.7)	16m 55s
build (ubuntu-22.04, 3.8)	14m 10s
build (macos-11, 3.7)	32m 5s
build (macos-11, 3.8)	40m 12s
build (macos-12, 3.7)	22m 55s
build (macos-12, 3.8)	21m 1s
	3h 44m 22s