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/BasicTemplateOptionsHistoryAlgorithm.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"); 
@@ -11,17 +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 *
-from QuantConnect.Securities.Option import OptionPriceModels
-from QuantConnect.Data.UniverseSelection import *
-from datetime import timedelta
+from AlgorithmImports import *
 
 ### <summary>
 ### Example demonstrating how to access to options history for a given underlying equity security.
@@ -84,4 +74,4 @@ class BasicTemplateOptionsHistoryAlgorithm(QCAlgorithm):
             for index, row in history.iterrows():
                 self.Log("History: " + str(index[3])
                         + ": " + index[4].strftime("%m/%d/%Y %I:%M:%S %p")
-                        + " > " + str(row.close))
+                        + " > " + str(row.close))