Install in the early phase too, so that deps get in the cache.

.github/workflows/tests.yml

@@ -153,9 +153,11 @@ jobs:
       - name: Build RelStorage
         run: |
           # Next, build the wheel *in place*. This helps ccache, and also lets us cache the configure
-          # output (pip install uses a random temporary directory, making this difficult)
+          # output (pip install uses a random temporary directory, making this difficult).
           python setup.py build_ext -i
           python setup.py bdist_wheel
+          # Also install it, so that we get dependencies in the (pip) cache.
+          pip install .
 
       - name: Check RelStorage build
         run: |
@@ -423,6 +425,8 @@ jobs:
           path: dist/
       - name: Install RelStorage
         run: |
+          pip install -U pip
+          pip install -U wheel
           pip install -U `ls dist/RelStorage-*`[test]
       - name: Lint
         # We only need to do this on one version, and it should be Python 3, because