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/DropboxBaseDataUniverseSelectionAlgorithm.py

@@ -12,7 +12,6 @@
 # limitations under the License.
 
 from AlgorithmImports import *
-from System.Collections.Generic import List
 
 ### <summary>
 ### In this algorithm we show how you can easily use the universe selection feature to fetch symbols
@@ -24,8 +23,7 @@ from System.Collections.Generic import List
 ### <meta name="tag" content="custom universes" />
 class DropboxBaseDataUniverseSelectionAlgorithm(QCAlgorithm):
 
-    def initialize(self):
-
+    def initialize(self) -> None:
         self.universe_settings.resolution = Resolution.DAILY
 
         # Order margin value has to have a minimum of 0.5% of Portfolio value, allows filtering out small trades and reduce fees.
@@ -45,17 +43,20 @@ class DropboxBaseDataUniverseSelectionAlgorithm(QCAlgorithm):
             if len(universe_data) != 5:
                 raise ValueError(f"Unexpected universe data receieved")
 
-    def stock_data_source(self, data):
+        self._changes = None
+
+    def stock_data_source(self, data: list[DynamicData]) -> list[Symbol]:
         list = []
         for item in data:
             for symbol in item["Symbols"]:
                 list.append(symbol)
         return list
 
-    def on_data(self, slice):
-
-        if slice.bars.count == 0: return
-        if self._changes is None: return
+    def on_data(self, slice: Slice) -> None:
+        if slice.bars.count == 0:
+           return
+        if not self._changes:
+           return
 
         # start fresh
         self.liquidate()
@@ -67,19 +68,19 @@ class DropboxBaseDataUniverseSelectionAlgorithm(QCAlgorithm):
         # reset changes
         self._changes = None
 
-    def on_securities_changed(self, changes):
+    def on_securities_changed(self, changes: SecurityChanges) -> None:
         self._changes = changes
 
 class StockDataSource(PythonData):
 
-    def get_source(self, config, date, is_live_mode):
+    def get_source(self, config: SubscriptionDataConfig, date: datetime, is_live_mode: bool) -> SubscriptionDataSource:
         url = "https://www.dropbox.com/s/2l73mu97gcehmh7/daily-stock-picker-live.csv?dl=1" if is_live_mode else \
             "https://www.dropbox.com/s/ae1couew5ir3z9y/daily-stock-picker-backtest.csv?dl=1"
-
         return SubscriptionDataSource(url, SubscriptionTransportMedium.REMOTE_FILE)
 
-    def reader(self, config, line, date, is_live_mode):
-        if not (line.strip() and line[0].isdigit()): return None
+    def reader(self, config: SubscriptionDataConfig, line: str, date: datetime, is_live_mode: bool) -> DynamicData:
+        if not (line.strip() and line[0].isdigit()):
+            return None
 
         stocks = StockDataSource()
         stocks.symbol = config.symbol