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/CustomModelsAlgorithm.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 +11,7 @@
 # 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.Orders import *
-from QuantConnect.Orders.Fees import *
-from QuantConnect.Securities import *
-from QuantConnect.Orders.Fills import *
-import numpy as np
+from AlgorithmImports import *
 import random
 
 ### <summary>
@@ -125,4 +113,4 @@ class CustomBuyingPowerModel(BuyingPowerModel):
         # custom behavior: this model will assume that there is always enough buying power
         hasSufficientBuyingPowerForOrderResult = HasSufficientBuyingPowerForOrderResult(True)
         self.algorithm.Log(f"CustomBuyingPowerModel: {hasSufficientBuyingPowerForOrderResult.IsSufficient}")
-        return hasSufficientBuyingPowerForOrderResult
+        return hasSufficientBuyingPowerForOrderResult