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/DynamicSecurityDataRegressionAlgorithm.py

@@ -24,10 +24,10 @@ class DynamicSecurityDataRegressionAlgorithm(QCAlgorithm):
         self.set_start_date(2015, 10, 22)
         self.set_end_date(2015, 10, 30)
 
-        self.ticker = "GOOGL"
-        self.equity = self.add_equity(self.ticker, Resolution.DAILY)
+        ticker = "GOOGL"
+        self._equity = self.add_equity(ticker, Resolution.DAILY)
 
-        custom_linked_equity = self.add_data(LinkedData, self.ticker, Resolution.DAILY)
+        custom_linked_equity = self.add_data(LinkedData, ticker, Resolution.DAILY)
         
         first_linked_data = LinkedData()
         first_linked_data.count = 100
@@ -45,7 +45,7 @@ class DynamicSecurityDataRegressionAlgorithm(QCAlgorithm):
         custom_linked_data = List[LinkedData]()
         custom_linked_data.add(first_linked_data)
         custom_linked_data.add(second_linked_data)
-        self.equity.cache.add_data_list(custom_linked_data, custom_linked_equity_type, False) 
+        self._equity.cache.add_data_list(custom_linked_data, custom_linked_equity_type, False) 
 
     def on_data(self, data):
         # The Security object's Data property provides convenient access
@@ -55,13 +55,13 @@ class DynamicSecurityDataRegressionAlgorithm(QCAlgorithm):
 
         # 1. Get the most recent data point of a particular type:
         # 1.a Using the generic method, Get(T): => T
-        custom_linked_data = self.equity.data.get(LinkedData)
-        self.log("{}: LinkedData: {}".format(self.time, str(custom_linked_data)))
+        custom_linked_data = self._equity.data.get(LinkedData)
+        self.log(f"{self.time}: LinkedData: {custom_linked_data}")
 
         # 2. Get the list of data points of a particular type for the most recent time step:
         # 2.a Using the generic method, GetAll(T): => IReadOnlyList<T>
-        custom_linked_data_list = self.equity.data.get_all(LinkedData)
-        self.log("{}: LinkedData: {}".format(self.time, len(custom_linked_data_list)))
+        custom_linked_data_list = self._equity.data.get_all(LinkedData)
+        self.log(f"{self.time}: LinkedData: {len(custom_linked_data_list)}")
 
         if not self.portfolio.invested:
-            self.buy(self.equity.symbol, 10)
+            self.buy(self._equity.symbol, 10)