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/BasicTemplateAlgorithm.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.Algorithm")
-AddReference("QuantConnect.Common")
-
-from System import *
-from QuantConnect import *
-from QuantConnect.Algorithm import *
-import numpy as np
+from AlgorithmImports import *
 
 ### <summary>
 ### Basic template algorithm simply initializes the date range and cash. This is a skeleton
@@ -48,4 +40,4 @@ class BasicTemplateAlgorithm(QCAlgorithm):
             data: Slice object keyed by symbol containing the stock data
         '''
         if not self.Portfolio.Invested:
-            self.SetHoldings("SPY", 1)
+            self.SetHoldings("SPY", 1)