pep8 conversion of python algorithms #3 (#7934)

* raw pep8 conversion

* Minor fixes

---------

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

Algorithm.Python/BasicTemplateOptionsFrameworkAlgorithm.py

@@ -18,66 +18,66 @@ from Selection.OptionUniverseSelectionModel import OptionUniverseSelectionModel
 from Execution.ImmediateExecutionModel import ImmediateExecutionModel
 from Risk.NullRiskManagementModel import NullRiskManagementModel
 
+
 ### <summary>
 ### Basic template options framework algorithm uses framework components
 ### to define an algorithm that trades options.
 ### </summary>
 class BasicTemplateOptionsFrameworkAlgorithm(QCAlgorithm):
 
-    def Initialize(self):
+    def initialize(self):
+        self.universe_settings.resolution = Resolution.MINUTE
 
-        self.UniverseSettings.Resolution = Resolution.Minute
-
-        self.SetStartDate(2014, 6, 5)
-        self.SetEndDate(2014, 6, 9)
-        self.SetCash(100000)
+        self.set_start_date(2014, 6, 5)
+        self.set_end_date(2014, 6, 9)
+        self.set_cash(100000)
 
         # set framework models
-        self.SetUniverseSelection(EarliestExpiringWeeklyAtTheMoneyPutOptionUniverseSelectionModel(self.SelectOptionChainSymbols))
-        self.SetAlpha(ConstantOptionContractAlphaModel(InsightType.Price, InsightDirection.Up, timedelta(hours = 0.5)))
-        self.SetPortfolioConstruction(SingleSharePortfolioConstructionModel())
-        self.SetExecution(ImmediateExecutionModel())
-        self.SetRiskManagement(NullRiskManagementModel())
+        self.set_universe_selection(EarliestExpiringWeeklyAtTheMoneyPutOptionUniverseSelectionModel(self.select_option_chain_symbols))
+        self.set_alpha(ConstantOptionContractAlphaModel(InsightType.PRICE, InsightDirection.UP, timedelta(hours = 0.5)))
+        self.set_portfolio_construction(SingleSharePortfolioConstructionModel())
+        self.set_execution(ImmediateExecutionModel())
+        self.set_risk_management(NullRiskManagementModel())
 
 
-    def SelectOptionChainSymbols(self, utcTime):
-        newYorkTime = Extensions.ConvertFromUtc(utcTime, TimeZones.NewYork)
-        ticker = "TWX" if newYorkTime.date() < date(2014, 6, 6) else "AAPL"
-        return [ Symbol.Create(ticker, SecurityType.Option, Market.USA, f"?{ticker}") ]
+    def select_option_chain_symbols(self, utc_time):
+        new_york_time = Extensions.convert_from_utc(utc_time, TimeZones.NEW_YORK)
+        ticker = "TWX" if new_york_time.date() < date(2014, 6, 6) else "AAPL"
+        return [ Symbol.create(ticker, SecurityType.OPTION, Market.USA, f"?{ticker}") ]
 
 class EarliestExpiringWeeklyAtTheMoneyPutOptionUniverseSelectionModel(OptionUniverseSelectionModel):
     '''Creates option chain universes that select only the earliest expiry ATM weekly put contract
-    and runs a user defined optionChainSymbolSelector every day to enable choosing different option chains'''
+    and runs a user defined option_chain_symbol_selector every day to enable choosing different option chains'''
     def __init__(self, select_option_chain_symbols):
         super().__init__(timedelta(1), select_option_chain_symbols)
 
-    def Filter(self, filter):
+    def filter(self, filter):
         '''Defines the option chain universe filter'''
-        return (filter.Strikes(+1, +1)
+        return (filter.strikes(+1, +1)
                       # Expiration method accepts timedelta objects or integer for days.
                       # The following statements yield the same filtering criteria
-                      .Expiration(0, 7)
-                      # .Expiration(timedelta(0), timedelta(7))
-                      .WeeklysOnly()
-                      .PutsOnly()
-                      .OnlyApplyFilterAtMarketOpen())
+                      .expiration(0, 7)
+                      # .expiration(timedelta(0), timedelta(7))
+                      .weeklys_only()
+                      .puts_only()
+                      .only_apply_filter_at_market_open())
 
 class ConstantOptionContractAlphaModel(ConstantAlphaModel):
     '''Implementation of a constant alpha model that only emits insights for option symbols'''
     def __init__(self, type, direction, period):
         super().__init__(type, direction, period)
 
-    def ShouldEmitInsight(self, utcTime, symbol):
+    def should_emit_insight(self, utc_time, symbol):
         # only emit alpha for option symbols and not underlying equity symbols
-        if symbol.SecurityType != SecurityType.Option:
+        if symbol.security_type != SecurityType.OPTION:
             return False
 
-        return super().ShouldEmitInsight(utcTime, symbol)
+        return super().should_emit_insight(utc_time, symbol)
 
 class SingleSharePortfolioConstructionModel(PortfolioConstructionModel):
     '''Portfolio construction model that sets target quantities to 1 for up insights and -1 for down insights'''
-    def CreateTargets(self, algorithm, insights):
+    def create_targets(self, algorithm, insights):
         targets = []
         for insight in insights:
-            targets.append(PortfolioTarget(insight.Symbol, insight.Direction))
+            targets.append(PortfolioTarget(insight.symbol, insight.direction))
         return targets