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/DropboxBaseDataUniverseSelectionAlgorithm.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");
@@ -11,23 +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.Common")
-
-from System import *
-from QuantConnect import *
-from QuantConnect.Algorithm import *
-from QuantConnect.Data import SubscriptionDataSource
-from QuantConnect.Python import PythonData
-from datetime import date, timedelta, datetime
+from AlgorithmImports import *
 from System.Collections.Generic import List
-from QuantConnect.Algorithm import QCAlgorithm
-from QuantConnect.Data.UniverseSelection import *
-import numpy as np
-import math
-import json
 
 ### <summary>
 ### In this algortihm we show how you can easily use the universe selection feature to fetch symbols
@@ -94,4 +79,4 @@ class StockDataSource(PythonData):
         else:
             stocks.Time = datetime.strptime(csv[0], "%Y%m%d")
             stocks["Symbols"] = csv[1:]
-        return stocks
+        return stocks