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/CustomDataUsingMapFileRegressionAlgorithm.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");
@@ -11,18 +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.Data import *
-from QuantConnect.Python import *
-from QuantConnect.Algorithm import *
-from QuantConnect.Data.Market import *
-from datetime import datetime
+from AlgorithmImports import *
 
 ### <summary>
 ### Regression algorithm demonstrating use of map files with custom data
@@ -102,4 +91,4 @@ class CustomDataUsingMapping(PythonData):
 
     def SupportedResolutions(self):
         '''Gets the supported resolution for this data and security type'''
-        return [ Resolution.Minute ]
+        return [ Resolution.Minute ]