Cythonized code coverage

[KEHANG]

Currently we don't have coverage report for cythonized part. Long time ago @goldmanm found a way to do it but it seemed to slow down testing. As discussed recently, we might want to give a second try and evaluate the effect of that approach on testing speed.

[amarkpayne]

I am going to link #1135 here to link the discussions.

[github-actions]

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