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/BasicTemplateIndexOptionsAlgorithm.py

@@ -11,11 +11,7 @@
 # See the License for the specific language governing permissions and
 # limitations under the License
 
-from QuantConnect.Algorithm import *
-from QuantConnect.Data import *
-from QuantConnect.Indicators import *
-from QuantConnect import *
-
+from AlgorithmImports import *
 
 class BasicTemplateIndexOptionsAlgorithm(QCAlgorithm):
     def Initialize(self) -> None:
@@ -60,4 +56,4 @@ class BasicTemplateIndexOptionsAlgorithm(QCAlgorithm):
             OptionRight.Put if symbol.ID.OptionRight == OptionRight.Call else OptionRight.Call,
             symbol.ID.StrikePrice,
             symbol.ID.Date
-        )
+        )