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/RollingWindowAlgorithm.py

@@ -34,35 +34,35 @@ class RollingWindowAlgorithm(QCAlgorithm):
         self.add_equity("SPY", Resolution.DAILY)
 
         # Creates a Rolling Window indicator to keep the 2 TradeBar
-        self.window = RollingWindow[TradeBar](2)    # For other security types, use QuoteBar
+        self._window = RollingWindow[TradeBar](2)    # For other security types, use QuoteBar
 
         # Creates an indicator and adds to a rolling window when it is updated
-        self.sma = self.SMA("SPY", 5)
-        self.sma.updated += self.sma_updated
-        self.sma_win = RollingWindow[IndicatorDataPoint](5)
+        self._sma = self.sma("SPY", 5)
+        self._sma.updated += self._sma_updated
+        self._sma_win = RollingWindow[IndicatorDataPoint](5)
 
 
-    def sma_updated(self, sender, updated):
+    def _sma_updated(self, sender, updated):
         '''Adds updated values to rolling window'''
-        self.sma_win.add(updated)
+        self._sma_win.add(updated)
 
 
     def on_data(self, data):
         '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.'''
 
         # Add SPY TradeBar in rollling window
-        self.window.add(data["SPY"])
+        self._window.add(data["SPY"])
 
         # Wait for windows to be ready.
-        if not (self.window.is_ready and self.sma_win.is_ready): return
+        if not (self._window.is_ready and self._sma_win.is_ready): return
 
-        curr_bar = self.window[0]                     # Current bar had index zero.
-        past_bar = self.window[1]                     # Past bar has index one.
-        self.log("Price: {0} -> {1} ... {2} -> {3}".format(past_bar.time, past_bar.close, curr_bar.time, curr_bar.close))
+        curr_bar = self._window[0]                        # Current bar had index zero.
+        past_bar = self._window[1]                        # Past bar has index one.
+        self.log(f"Price: {past_bar.time} -> {past_bar.close} ... {curr_bar.time} -> {curr_bar.close}")
 
-        curr_sma = self.sma_win[0]                     # Current SMA had index zero.
-        past_sma = self.sma_win[self.sma_win.count-1]   # Oldest SMA has index of window count minus 1.
-        self.log("SMA:   {0} -> {1} ... {2} -> {3}".format(past_sma.time, past_sma.value, curr_sma.time, curr_sma.value))
+        curr_sma = self._sma_win[0]                       # Current SMA had index zero.
+        past_sma = self._sma_win[self._sma_win.count-1]   # Oldest SMA has index of window count minus 1.
+        self.log(f"SMA:   {past_sma.time} -> {past_sma.value} ... {curr_sma.time} -> {curr_sma.value}")
 
         if not self.portfolio.invested and curr_sma.value > past_sma.value:
             self.set_holdings("SPY", 1)