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/TrainingInitializeRegressionAlgorithm.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");
@@ -11,14 +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 AlgorithmImports import *
 from time import sleep
 
 ### <summary>
@@ -49,4 +42,4 @@ class TrainingInitializeRegressionAlgorithm(QCAlgorithm):
         # the regression test sets the "algorithm-manager-time-loop-maximum" value to 30 seconds
         self.Train(self.DateRules.Tomorrow, self.TimeRules.Midnight, lambda: sleep(60))
                     # this will consume the single 'minute' available in the leaky bucket
-                    # and the regression test will confirm that the leaky bucket is empty
+                    # and the regression test will confirm that the leaky bucket is empty