Test qlib from source

Fix broken URL for RL #1596

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Run time

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Job	Run time
build (windows-latest, 3.8)	37m 9s
build (windows-latest, 3.9)	36m 30s
build (windows-latest, 3.10)	36m 16s
build (windows-latest, 3.11)	37m 29s
build (windows-latest, 3.12)	38m 8s
build (ubuntu-20.04, 3.8)	28m 4s
build (ubuntu-20.04, 3.9)	27m 2s
build (ubuntu-20.04, 3.10)	27m 24s
build (ubuntu-20.04, 3.11)	24m 56s
build (ubuntu-20.04, 3.12)	27m 5s
build (ubuntu-22.04, 3.8)	28m 57s
build (ubuntu-22.04, 3.9)	27m 7s
build (ubuntu-22.04, 3.10)	27m 30s
build (ubuntu-22.04, 3.11)	26m 16s
build (ubuntu-22.04, 3.12)	26m 42s
build (macos-13, 3.8)	35m 40s
build (macos-13, 3.9)	34m 5s
build (macos-13, 3.10)	33m 6s
build (macos-13, 3.11)	27m 43s
build (macos-13, 3.12)	40m 25s
build (macos-14, 3.8)	17m 4s
build (macos-14, 3.9)	16m 42s
build (macos-14, 3.10)	15m 41s
build (macos-14, 3.11)	13m 10s
build (macos-14, 3.12)	12m 50s
build (macos-15, 3.8)	17m 53s
build (macos-15, 3.9)	15m 41s
build (macos-15, 3.10)	15m 36s
build (macos-15, 3.11)	12m 56s
build (macos-15, 3.12)	13m 1s
	12h 58m 8s