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/CustomIndicatorAlgorithm.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");
@@ -11,19 +11,8 @@
 # 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.Indicators")
-AddReference("QuantConnect.Common")
-
-from System import *
-from QuantConnect import *
-from QuantConnect.Indicators import *
-from QuantConnect.Algorithm import *
+from AlgorithmImports import *
 from collections import deque
-from datetime import datetime, timedelta
-from numpy import sum
 
 ### <summary>
 ### Demonstrates how to create a custom indicator and register it for automatic updated
@@ -80,5 +69,5 @@ class CustomSimpleMovingAverage(PythonIndicator):
     def Update(self, input):
         self.queue.appendleft(input.Value)
         count = len(self.queue)
-        self.Value = sum(self.queue) / count
-        return count == self.queue.maxlen
+        self.Value = np.sum(self.queue) / count
+        return count == self.queue.maxlen