Refactor python algorithm import (#5657)

* Python research import improvements

- Improve start.py for research env
- Remove unrequired imports

* Centralize algorithm imports

* Add regression test GH action

* Unit test python import clean up

* Join research and main imports

* More python import clean up

* Fix failing skipped regression algorithm

Algorithm.Python/AddRemoveSecurityRegressionAlgorithm.py

@@ -1,4 +1,4 @@
-# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 # Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 #
 # Licensed under the Apache License, Version 2.0 (the "License");
@@ -11,15 +11,7 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 
-from clr import AddReference
-AddReference("System")
-AddReference("QuantConnect.Common")
-AddReference("QuantConnect.Algorithm")
-
-from System import *
-from QuantConnect import *
-from QuantConnect.Orders import *
-from QuantConnect.Algorithm import QCAlgorithm
+from AlgorithmImports import *
 
 ### <summary>
 ### This algorithm demonstrates the runtime addition and removal of securities from your algorithm.
@@ -70,4 +62,4 @@ class AddRemoveSecurityRegressionAlgorithm(QCAlgorithm):
         if orderEvent.Status == OrderStatus.Submitted:
             self.Debug("{0}: Submitted: {1}".format(self.Time, self.Transactions.GetOrderById(orderEvent.OrderId)))
         if orderEvent.Status == OrderStatus.Filled:
-            self.Debug("{0}: Filled: {1}".format(self.Time, self.Transactions.GetOrderById(orderEvent.OrderId)))
+            self.Debug("{0}: Filled: {1}".format(self.Time, self.Transactions.GetOrderById(orderEvent.OrderId)))