Fix bug/syntax in python examples (#8658)

* CustomDataRegressionAlgorithm

* DescendingCustomDataObjectStoreRegressionAlgorithm

* CustomDataPropertiesRegressionAlgorithm

* DateTime -> should be datetime

* KerasNeuralNetworkAlgorithm

* OptionIndicatorsMirrorContractsRegressionAlgorithm

* BybitCustomDataCryptoRegressionAlgorithm

* DropboxBaseDataUniverseSelectionAlgorithm

* UserDefinedUniverseAlgorithm

* CompleteOrderTagUpdateAlgorithm

* BasicTemplateOptionEquityStrategyAlgorithm hint

* ETFConstituentUniverseFrameworkRegressionAlgorithm

* FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm

* SecurityDynamicPropertyPythonClassAlgorithm

* hint

* hinting

* CallbackCommandRegressionAlgorithm

* CustomWarmUpPeriodIndicatorAlgorithm

* CrunchDAOSignalExportDemonstrationAlgorithm

* ExpiryHelperAlphaModelFrameworkAlgorithm

* ClassicRenkoConsolidatorAlgorithm

* SmaCrossUniverseSelectionAlgorithm

* PEP8 Fix: Assigning to a Method

* SliceGetByTypeRegressionAlgorithm

* MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm

* MarketOnCloseOrderBufferRegressionAlgorithm

* CustomIndicatorAlgorithm

* ScheduledQueuingAlgorithm

* ComboOrdersFillModelAlgorithm

* CustomIndicatorWithExtensionAlgorithm

* IndicatorWithRenkoBarsRegressionAlgorithm

* CoarseFineOptionUniverseChainRegressionAlgorithm

* NumeraiSignalExportDemonstrationAlgorithm

* DropboxUniverseSelectionAlgorithm

* WeeklyUniverseSelectionRegressionAlgorithm

* AutoRegressiveIntegratedMovingAverageRegressionAlgorithm

* DropboxBaseDataUniverseSelectionAlgorithm

* IronCondorStrategyAlgorithm

* LongAndShortButterflyPutStrategiesAlgorithm

* FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm

* LongAndShortCallCalendarSpreadStrategiesAlgorithm

* KerasNeuralNetworkAlgorithm

* LongAndShortPutCalendarSpreadStrategiesAlgorithm

* OptionPriceModelForOptionStylesBaseRegressionAlgorithm

* TensorFlowNeuralNetworkAlgorithm

* MarketOnCloseOrderBufferRegressionAlgorithm

* MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm

* typing

* ComboOrderTicketDemoAlgorithm

* PytorchNeuralNetworkAlgorithm

* MultipleSymbolConsolidationAlgorithm

* fixes

* revert getattr mypy syntax

* address peer review

* Addresses Peer-Review

---------

Co-authored-by: Alexandre Catarino <AlexCatarino@users.noreply.github.com>

Algorithm.Python/BasicTemplateOptionEquityStrategyAlgorithm.py

@@ -24,13 +24,13 @@ from AlgorithmImports import *
 class BasicTemplateOptionEquityStrategyAlgorithm(QCAlgorithm):
     underlying_ticker = "GOOG"
 
-    def initialize(self):
+    def initialize(self) -> None:
         self.set_start_date(2015, 12, 24)
         self.set_end_date(2015, 12, 24)
 
         equity = self.add_equity(self.underlying_ticker)
         option = self.add_option(self.underlying_ticker)
-        self.option_symbol = option.symbol
+        self._option_symbol = option.symbol
 
         # set our strike/expiry filter for this option chain
         option.set_filter(lambda u: (u.strikes(-2, +2)
@@ -38,10 +38,11 @@ class BasicTemplateOptionEquityStrategyAlgorithm(QCAlgorithm):
                                      # The following statements yield the same filtering criteria
                                      .expiration(0, 180)))
 
-    def on_data(self, slice):
-        if self.portfolio.invested or not self.is_market_open(self.option_symbol): return
+    def on_data(self, slice: Slice) -> None:
+        if self.portfolio.invested or not self.is_market_open(self._option_symbol):
+            return
 
-        chain = slice.option_chains.get_value(self.option_symbol)
+        chain = slice.option_chains.get_value(self._option_symbol)
         if chain is None:
             return
 
@@ -57,9 +58,9 @@ class BasicTemplateOptionEquityStrategyAlgorithm(QCAlgorithm):
         middle_strike = call_contracts[1].strike
         higher_strike = call_contracts[2].strike
 
-        option_strategy = OptionStrategies.call_butterfly(self.option_symbol, higher_strike, middle_strike, lower_strike, expiry)
+        option_strategy = OptionStrategies.call_butterfly(self._option_symbol, higher_strike, middle_strike, lower_strike, expiry)
                     
         self.order(option_strategy, 10)
 
-    def on_order_event(self, order_event):
+    def on_order_event(self, order_event: OrderEvent) -> None:
         self.log(str(order_event))