Join research and main imports

Algorithm.Python/AlgorithmImports.py

@@ -1,72 +0,0 @@
-# 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.
-
-import os
-import sys
-from clr import AddReference
-AddReference("System")
-
-for file in os.listdir(os.getcwd()):
-    if file.endswith(".dll") and file.startswith("QuantConnect."):
-        AddReference(file.replace(".dll", ""))
-
-from System import *
-from QuantConnect import *
-from QuantConnect.Api import *
-from QuantConnect.Util import *
-from QuantConnect.Data import *
-from QuantConnect.Orders import *
-from QuantConnect.Python import *
-from QuantConnect.Research import *
-from QuantConnect.Algorithm import *
-from QuantConnect.Parameters import *
-from QuantConnect.Benchmarks import *
-from QuantConnect.Brokerages import *
-from QuantConnect.Securities import *
-from QuantConnect.Indicators import *
-from QuantConnect.Interfaces import *
-from QuantConnect.Scheduling import *
-from QuantConnect.Orders.Fees import *
-from QuantConnect.Data.Custom import *
-from QuantConnect.Data.Market import *
-from QuantConnect.Orders.Fills import *
-from QuantConnect.Configuration import *
-from QuantConnect.Notifications import *
-from QuantConnect.Data.Shortable import *
-from QuantConnect.Orders.Slippage import *
-from QuantConnect.Securities.Forex import *
-from QuantConnect.Data.Fundamental import *
-from QuantConnect.Securities.Option import *
-from QuantConnect.Securities.Equity import *
-from QuantConnect.Securities.Future import *
-from QuantConnect.Data.Consolidators import *
-from QuantConnect.Orders.TimeInForces import *
-from QuantConnect.Algorithm.Framework import *
-from QuantConnect.Securities.Volatility import *
-from QuantConnect.Securities.Interfaces import *
-from QuantConnect.Data.UniverseSelection import *
-from QuantConnect.Algorithm.Framework.Risk import *
-from QuantConnect.Algorithm.Framework.Alphas import *
-from QuantConnect.Algorithm.Framework.Execution import *
-from QuantConnect.Algorithm.Framework.Portfolio import *
-from QuantConnect.Algorithm.Framework.Selection import *
-
-import numpy as np
-import pandas as pd
-try:
-    import matplotlib.pyplot as plt
-except:
-    pass
-from datetime import date, time, datetime, timedelta
-import math
-import json

Algorithm.Python/QuantConnect.Algorithm.Python.csproj

@@ -33,9 +33,6 @@
       ./build.sh
     </PostBuildEvent>
   </PropertyGroup>
-  <ItemGroup>
-    <None Remove="AlgorithmImports.py" />
-  </ItemGroup>
   <ItemGroup>
     <Compile Include="..\Common\Properties\SharedAssemblyInfo.cs" Link="Properties\SharedAssemblyInfo.cs" />
   </ItemGroup>
@@ -55,9 +52,6 @@
     <Content Include="AddOptionContractFromUniverseRegressionAlgorithm.py" />
     <Content Include="AddRiskManagementAlgorithm.py" />
     <Content Include="AddUniverseSelectionModelAlgorithm.py" />
-    <Content Include="AlgorithmImports.py">
-      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
-    </Content>
     <Content Include="Alphas\ContingentClaimsAnalysisDefaultPredictionAlpha.py" />
     <Content Include="Alphas\GasAndCrudeOilEnergyCorrelationAlpha.py" />
     <Content Include="Alphas\GlobalEquityMeanReversionIBSAlpha.py" />