pep8 conversion on python algorithms #2 (#7933)

* pep8 conversion

* more

* Minor fix

* Fix related regression algorithm

---------

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

Algorithm.Python/BasicTemplateFillForwardAlgorithm.py

@@ -16,20 +16,20 @@ from AlgorithmImports import *
 class BasicTemplateFillForwardAlgorithm(QCAlgorithm):
     '''Basic template algorithm simply initializes the date range and cash'''
 
-    def Initialize(self):
-        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
+    def initialize(self):
+        '''initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
         
-        self.SetStartDate(2013,10,7)   #Set Start Date
-        self.SetEndDate(2013,11,30)    #Set End Date
-        self.SetCash(100000)           #Set Strategy Cash
+        self.set_start_date(2013,10,7)   #Set Start Date
+        self.set_end_date(2013,11,30)    #Set End Date
+        self.set_cash(100000)           #Set Strategy Cash
         # Find more symbols here: http://quantconnect.com/data
-        self.AddSecurity(SecurityType.Equity, "ASUR", Resolution.Second)
+        self.add_security(SecurityType.EQUITY, "ASUR", Resolution.SECOND)
 
-    def OnData(self, data):
-        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
+    def on_data(self, data):
+        '''on_data event is the primary entry point for your algorithm. Each new data point will be pumped in here.
         
         Arguments:
             data: Slice object keyed by symbol containing the stock data
         '''
-        if not self.Portfolio.Invested:
-            self.SetHoldings("ASUR", 1)
+        if not self.portfolio.invested:
+            self.set_holdings("ASUR", 1)