Skip tests that depend on OpenAI via `--skip-openai` (#1097)

* --skip-openai

* All tests pass

* Update build.yml

* Update Contribute.md

* Fix for failing Ubuntu tests

* More tests skipped, fixing 3.10 build

* Apply suggestions from code review

Co-authored-by: Qingyun Wu <qingyun0327@gmail.com>

* Added more comments

* fixed test__wrap_function_*

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Co-authored-by: Qingyun Wu <qingyun0327@gmail.com>
Co-authored-by: Davor Runje <davor@airt.ai>