Adds BaseFrameworkRegressionAlgorithm and New Regression Algorithms (#7116)

* Renames and Updates BaseAlphaModelFrameworkRegressionAlgorithm

The `BaseFrameworkRegressionAlgorithm ` will be used for multiple framework regression tests

* Updates and Renames EmaCrossAlphaModelFrameworkAlgorithm

Adds "Regression" to inform that it's a regression algorithm.

* Updates and Renames MaximumPortfolioDrawdownFrameworkAlgorithm

Adds "Regression" to inform that it's a regression algorithm, and use the model name: `MaximumDrawdownPercentPortfolio`

* Adds New Regression Algorithms

Algorithm.Python/BaseFrameworkRegressionAlgorithm.py

@@ -0,0 +1,49 @@
+# 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");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from AlgorithmImports import *
+
+### <summary>
+### Abstract regression framework algorithm for multiple framework regression tests
+### </summary>
+class BaseFrameworkRegressionAlgorithm(QCAlgorithm):
+
+    def Initialize(self):
+        self.SetStartDate(2014, 6, 1)
+        self.SetEndDate(2014, 6, 30)
+        
+        self.UniverseSettings.Resolution = Resolution.Hour;
+        self.UniverseSettings.DataNormalizationMode = DataNormalizationMode.Raw;
+
+        symbols = [Symbol.Create(ticker, SecurityType.Equity, Market.USA)
+            for ticker in ["AAPL", "AIG", "BAC", "SPY"]]
+
+        # Manually add AAPL and AIG when the algorithm starts
+        self.SetUniverseSelection(ManualUniverseSelectionModel(symbols[:2]))
+
+        # At midnight, add all securities every day except on the last data
+        # With this procedure, the Alpha Model will experience multiple universe changes
+        self.AddUniverseSelection(ScheduledUniverseSelectionModel(
+            self.DateRules.EveryDay(), self.TimeRules.Midnight,
+            lambda dt: symbols if dt < self.EndDate.astimezone(dt.tzinfo) - timedelta(1) else []))
+
+        self.SetAlpha(ConstantAlphaModel(InsightType.Price, InsightDirection.Up, timedelta(31), 0.025, None))
+        self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())
+        self.SetExecution(ImmediateExecutionModel())
+        self.SetRiskManagement(NullRiskManagementModel())
+
+    def OnEndOfAlgorithm(self):
+        # The base implementation checks for active insights
+        insightsCount = len(self.Insights.GetInsights(lambda insight: insight.IsActive(self.UtcTime)))
+        if insightsCount != 0:
+            raise Exception(f"The number of active insights should be 0. Actual: {insightsCount}")