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/IronCondorStrategyAlgorithm.py

@@ -26,18 +26,21 @@ class IronCondorStrategyAlgorithm(OptionStrategyFactoryMethodsBaseAlgorithm):
     def expected_orders_count(self) -> int:
         return 8
 
-    def trade_strategy(self, chain: OptionChain, option_symbol: Symbol):
+    def trade_strategy(self, chain: OptionChain, option_symbol: Symbol) -> None:
         for expiry, group in itertools.groupby(chain, lambda x: x.expiry):
             contracts = sorted(group, key=lambda x: x.strike)
-            if len(contracts) < 4:continue
+            if len(contracts) < 4:
+                continue
 
             put_contracts = [x for x in contracts if x.right == OptionRight.PUT]
-            if len(put_contracts) < 2: continue
+            if len(put_contracts) < 2:
+                continue
             long_put_strike = put_contracts[0].strike
             short_put_strike = put_contracts[1].strike
 
             call_contracts = [x for x in contracts if x.right == OptionRight.CALL and x.strike > short_put_strike]
-            if len(call_contracts) < 2: continue
+            if len(call_contracts) < 2:
+                continue
             short_call_strike = call_contracts[0].strike
             long_call_strike = call_contracts[1].strike
 
@@ -45,7 +48,7 @@ class IronCondorStrategyAlgorithm(OptionStrategyFactoryMethodsBaseAlgorithm):
             self.buy(self._iron_condor, 2)
             return
 
-    def assert_strategy_position_group(self, position_group: IPositionGroup, option_symbol: Symbol):
+    def assert_strategy_position_group(self, position_group: IPositionGroup, option_symbol: Symbol) -> None:
         positions = list(position_group.positions)
         if len(positions) != 4:
             raise AssertionError(f"Expected position group to have 4 positions. Actual: {len(positions)}")
@@ -56,30 +59,30 @@ class IronCondorStrategyAlgorithm(OptionStrategyFactoryMethodsBaseAlgorithm):
         long_put_position = next((x for x in position_group.positions
                                 if x.symbol.id.option_right == OptionRight.PUT and x.symbol.id.strike_price == long_put_strike),
                                None)
-        if long_put_position is None or long_put_position.quantity != 2:
+        if not long_put_position or long_put_position.quantity != 2:
             raise AssertionError(f"Expected long put position quantity to be 2. Actual: {long_put_position.quantity}")
 
         short_put_strike = ordered_strikes[1]
         short_put_position = next((x for x in position_group.positions
                                  if x.symbol.id.option_right == OptionRight.PUT and x.symbol.id.strike_price == short_put_strike),
                                 None)
-        if short_put_position is None or short_put_position.quantity != -2:
+        if not short_put_position or short_put_position.quantity != -2:
             raise AssertionError(f"Expected short put position quantity to be -2. Actual: {short_put_position.quantity}")
 
         short_call_strike = ordered_strikes[2]
         short_call_position = next((x for x in position_group.positions
                                   if x.symbol.id.option_right == OptionRight.CALL and x.symbol.id.strike_price == short_call_strike),
                                  None)
-        if short_call_position is None or short_call_position.quantity != -2:
+        if not short_call_position or short_call_position.quantity != -2:
             raise AssertionError(f"Expected short call position quantity to be -2. Actual: {short_call_position.quantity}")
 
         long_call_strike = ordered_strikes[3]
         long_call_position = next((x for x in position_group.positions
                                  if x.symbol.id.option_right == OptionRight.CALL and x.symbol.id.strike_price == long_call_strike),
                                 None)
-        if long_call_position is None or long_call_position.quantity != 2:
+        if not long_call_position or long_call_position.quantity != 2:
             raise AssertionError(f"Expected long call position quantity to be 2. Actual: {long_call_position.quantity}")
 
-    def liquidate_strategy(self):
+    def liquidate_strategy(self) -> None:
         # We should be able to close the position by selling the strategy
         self.sell(self._iron_condor, 2)