Test 4249 fix regression algorithms executed together (#4832)

* Fix for running regressions algorithms together

* Remove unneeded changes

Algorithm.Python/ConsolidateRegressionAlgorithm.py

@@ -22,7 +22,6 @@ from QuantConnect import *
 from QuantConnect.Algorithm import *
 from QuantConnect.Indicators import *
 from QuantConnect.Securities import *
-from QuantConnect.Data.Market import *
 from QuantConnect.Data.Consolidators import *
 from CustomDataRegressionAlgorithm import Bitcoin
 from datetime import timedelta

Algorithm.Python/CustomConsolidatorRegressionAlgorithm.py

@@ -13,19 +13,18 @@
 
 from clr import AddReference
 AddReference("System")
+AddReference("QuantConnect.Common")
 AddReference("QuantConnect.Algorithm")
 AddReference("QuantConnect.Indicators")
-AddReference("QuantConnect.Common")
 
-from System import *
 from QuantConnect import *
 from QuantConnect.Python import *
 from QuantConnect.Algorithm import *
-from QuantConnect.Algorithm.Framework.Selection import *
 from QuantConnect.Data import *
+from QuantConnect.Data.Market import *
 from QuantConnect.Data.Consolidators import *
 from QuantConnect.Indicators import *
-from QuantConnect.Data.Market import *
+from System import *
 from datetime import *
 
 class CustomConsolidatorRegressionAlgorithm(QCAlgorithm):

Algorithm.Python/CustomDataAddDataCoarseSelectionRegressionAlgorithm.py

@@ -21,6 +21,7 @@ from QuantConnect import *
 from QuantConnect.Algorithm import *
 from QuantConnect.Algorithm.Framework.Selection import *
 from QuantConnect.Data import *
+from QuantConnect.Data.Custom import *
 from QuantConnect.Data.Custom.SEC import *
 from QuantConnect.Data.UniverseSelection import *
 

Algorithm.Python/InceptionDateSelectionRegressionAlgorithm.py

@@ -12,15 +12,15 @@
 # limitations under the License.
 
 from clr import AddReference
-AddReference("System.Core")
-AddReference("QuantConnect.Common")
+AddReference("System")
 AddReference("QuantConnect.Algorithm")
-AddReference("QuantConnect.Algorithm.Framework")
+AddReference("QuantConnect.Common")
 
 from System import *
 from QuantConnect import *
-from QuantConnect.Algorithm import QCAlgorithm
+from QuantConnect.Algorithm import *
 from QuantConnect.Algorithm.Framework.Selection import *
+from QuantConnect.Data import *
 from QuantConnect.Data.UniverseSelection import *
 from datetime import timedelta
 

Algorithm.Python/LongOnlyAlphaStreamAlgorithm.py

@@ -14,7 +14,6 @@
 from clr import AddReference
 AddReference("System")
 AddReference("QuantConnect.Algorithm")
-AddReference("QuantConnect.Algorithm.Framework")
 AddReference("QuantConnect.Common")
 
 from QuantConnect import *
@@ -24,7 +23,6 @@ from QuantConnect.Algorithm.Framework.Execution import *
 from QuantConnect.Algorithm.Framework.Portfolio import *
 from QuantConnect.Algorithm.Framework.Selection import *
 from QuantConnect.Brokerages import *
-from QuantConnect.Data import *
 from QuantConnect.Interfaces import *
 from QuantConnect.Orders import *
 from System import *