PEP8 style algorithm API

[jhonabreul]

Description

Add PEP8 style API for Python algorithms:

• Python algorithms can now be written following PEP8 guidelines
• QCAlgorithm methods can be overriden with PEP8 names (snake case) as shown in the added Python algorithms: Initialize can be overriden with initialize, OnOrderEvent can be overriden with on_order_event, etc.
• All of the existing properties, fields and methods can be accessed with their PEP8 corresponding names, so self.Portfolio[self.Securities[self.spy]].HoldingsValue can be replaced with self.portfolio[self.securities[self.spy]].holdings_value.
• If a snake-case version of a method is used with named arguments, those also must be snake-cased. For instance, self.add_equity("SPY", extended_market_hours=True).
• Enum values also follow PEP8 guidelines, so they can be used as Resolution.MINUTE or OrderStatus.PARTIALLY_FILLED.

Depends on QuantConnect/pythonnet#83 and QuantConnect/pythonnet#84

Related Issue

Motivation and Context

Having PEP8 conforming algorithms.
Users comming from Python would find the API easier to use.

Requires Documentation Change

Document the new API.

How Has This Been Tested?

• Unit tests
• Regression algorithms

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• Refactor (non-breaking change which improves implementation)
• Performance (non-breaking change which improves performance. Please add associated performance test and results)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Non-functional change (xml comments/documentation/etc)

Checklist:

• My code follows the code style of this project.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.
• My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

[Martin-Molinero]

Sweet! 👍