pep8 conversions of python algos, #6 (#7944)

* pep8 conversions

* Address review. Fix PythonIndicator

* Minor CSharp algo fix

---------

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>

Algorithm.Python/CustomOptionExerciseModelRegressionAlgorithm.py

@@ -18,29 +18,29 @@ from QuantConnect.Algorithm.CSharp import *
 ### Regression algorithm asserting we can specify a custom option exercise model
 ### </summary>
 class CustomOptionExerciseModelRegressionAlgorithm(OptionAssignmentRegressionAlgorithm):
-    def Initialize(self):
-        self.SetSecurityInitializer(self.CustomSecurityInitializer)
-        super().Initialize()
+    def initialize(self):
+        self.set_security_initializer(self.custom_security_initializer)
+        super().initialize()
 
-    def CustomSecurityInitializer(self, security):
-        if Extensions.IsOption(security.Symbol.SecurityType):
-            security.SetOptionExerciseModel(CustomExerciseModel())
+    def custom_security_initializer(self, security):
+        if Extensions.is_option(security.symbol.security_type):
+            security.set_option_exercise_model(CustomExerciseModel())
 
-    def OnData(self, data):
-        super().OnData(data)
+    def on_data(self, data):
+        super().on_data(data)
 
 class CustomExerciseModel(DefaultExerciseModel):
-    def OptionExercise(self, option: Option, order: OptionExerciseOrder):
+    def option_exercise(self, option: Option, order: OptionExerciseOrder):
         order_event = OrderEvent(
-            order.Id,
-            option.Symbol,
-            Extensions.ConvertToUtc(option.LocalTime, option.Exchange.TimeZone),
-            OrderStatus.Filled,
-            Extensions.GetOrderDirection(order.Quantity),
+            order.id,
+            option.symbol,
+            Extensions.convert_to_utc(option.local_time, option.exchange.time_zone),
+            OrderStatus.FILLED,
+            Extensions.get_order_direction(order.quantity),
             0.0,
-            order.Quantity,
-            OrderFee.Zero,
+            order.quantity,
+            OrderFee.ZERO,
             "Tag"
         )
-        order_event.IsAssignment = False
+        order_event.is_assignment = False
         return [ order_event ]