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/BybitCustomDataCryptoRegressionAlgorithm.py

@@ -11,15 +11,16 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 
+from datetime import time
+import os
 from AlgorithmImports import *
-import datetime
 
 ### <summary>
 ### Algorithm demonstrating and ensuring that Bybit crypto brokerage model works as expected with custom data types
 ### </summary>
 class BybitCustomDataCryptoRegressionAlgorithm(QCAlgorithm):
 
-    def initialize(self):
+    def initialize(self) -> None:
         self.set_start_date(2022, 12, 13)
         self.set_end_date(2022, 12, 13)
 
@@ -29,42 +30,42 @@ class BybitCustomDataCryptoRegressionAlgorithm(QCAlgorithm):
         self.set_brokerage_model(BrokerageName.BYBIT, AccountType.CASH)
 
         symbol = self.add_crypto("BTCUSDT").symbol
-        self.btc_usdt = self.add_data(CustomCryptoData, symbol, Resolution.MINUTE).symbol
+        self._btc_usdt = self.add_data(CustomCryptoData, symbol, Resolution.MINUTE).symbol
 
         # create two moving averages
-        self.fast = self.ema(self.btc_usdt, 30, Resolution.MINUTE)
-        self.slow = self.ema(self.btc_usdt, 60, Resolution.MINUTE)
+        self._fast = self.ema(self._btc_usdt, 30, Resolution.MINUTE)
+        self._slow = self.ema(self._btc_usdt, 60, Resolution.MINUTE)
 
-    def on_data(self, data):
-        if not self.slow.is_ready:
+    def on_data(self, data: Slice) -> None:
+        if not self._slow.is_ready:
             return
 
-        if self.fast.current.value > self.slow.current.value:
+        if self._fast.current.value > self._slow.current.value:
             if self.transactions.orders_count == 0:
-                self.buy(self.btc_usdt, 1)
+                self.buy(self._btc_usdt, 1)
         else:
             if self.transactions.orders_count == 1:
-                self.liquidate(self.btc_usdt)
+                self.liquidate(self._btc_usdt)
 
-    def on_order_event(self, order_event):
+    def on_order_event(self, order_event: OrderEvent) -> None:
         self.debug(f"{self.time} {order_event}")
 
 class CustomCryptoData(PythonData):
-    def get_source(self, config, date, is_live_mode):
+    def get_source(self, config: SubscriptionDataConfig, date: datetime, is_live_mode: bool) -> SubscriptionDataSource:
         tick_type_string = Extensions.tick_type_to_lower(config.tick_type)
         formatted_date = date.strftime("%Y%m%d")
-        source = os.path.join(Globals.DataFolder, "crypto", "bybit", "minute",
+        source = os.path.join(Globals.data_folder, "crypto", "bybit", "minute",
                               config.symbol.value.lower(), f"{formatted_date}_{tick_type_string}.zip")
 
         return SubscriptionDataSource(source, SubscriptionTransportMedium.LOCAL_FILE, FileFormat.CSV)
 
-    def reader(self, config, line, date, is_live_mode):
+    def reader(self, config: SubscriptionDataConfig, line: str, date: datetime, is_live_mode: bool) -> BaseData:
         csv = line.split(',')
 
         data = CustomCryptoData()
         data.symbol = config.symbol
 
-        data_datetime = datetime.datetime.combine(date.date(), datetime.time()) + timedelta(milliseconds=int(csv[0]))
+        data_datetime = datetime.combine(date.date(), time()) + timedelta(milliseconds=int(csv[0]))
         data.time = Extensions.convert_to(data_datetime, config.data_time_zone, config.exchange_time_zone)
         data.end_time = data.time + timedelta(minutes=1)