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/ObjectStoreExampleAlgorithm.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 +11,8 @@
 # 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 QCAlgorithm
-from QuantConnect.Indicators import IndicatorDataPoint, RollingWindow
-from datetime import timedelta
+from AlgorithmImports import *
 from io import StringIO
-import pandas as pd
 
 class ObjectStoreExampleAlgorithm(QCAlgorithm):
     '''This algorithm showcases some features of the IObjectStore feature.
@@ -99,4 +89,4 @@ class ObjectStoreExampleAlgorithm(QCAlgorithm):
             self.Liquidate(self.SPY);
 
         elif ema10 > ema50 and self.Portfolio[self.SPY].IsShort:
-            self.Liquidate(self.SPY)
+            self.Liquidate(self.SPY)