Use CI unit/integration tests
_The documentation is not available anymore as the PR was closed or merged._ I think this PR can be merged. Willing to see it in action.

CC: @lhoestq 
This PR:
- Implements separate unit/integration tests
- A fail in integration tests does not cancel the rest of the jobs
  - We should implement more robust integration tests: work in progress in a subsequent PR
- For the moment, test involving network requests are marked as integration: to be evolved