Updates Python Example get_value to get (#8806)

`get` is the Pythonist way to access a dictionary.
Also, `not x` replaces `is None`, since the former translates into is None or empty.

Author: AlexCatarino

Algorithm.Python/Alphas/MeanReversionLunchBreakAlpha.py

@@ -77,7 +77,7 @@ def update(self, algorithm, data):
 
         for symbol, symbol_data in self._symbol_data_by_symbol.items():
             if data.bars.contains_key(symbol):
-                bar = data.bars.get_value(symbol)
+                bar = data.bars.get(symbol)
                 symbol_data.update(bar.end_time, bar.close)
 
         return [] if algorithm.time.hour != 12 else \

Algorithm.Python/BasicTemplateOptionEquityStrategyAlgorithm.py

@@ -42,8 +42,8 @@ def on_data(self, slice: Slice) -> None:
         if self.portfolio.invested or not self.is_market_open(self._option_symbol):
             return
 
-        chain = slice.option_chains.get_value(self._option_symbol)
-        if chain is None:
+        chain = slice.option_chains.get(self._option_symbol)
+        if not chain:
             return
 
         grouped_by_expiry = dict()

Algorithm.Python/BasicTemplateOptionsAlgorithm.py

@@ -46,8 +46,8 @@ def initialize(self):
     def on_data(self, slice):
         if self.portfolio.invested or not self.is_market_open(self.option_symbol): return
 
-        chain = slice.option_chains.get_value(self.option_symbol)
-        if chain is None:
+        chain = slice.option_chains.get(self.option_symbol)
+        if not chain:
             return
 
         # we sort the contracts to find at the money (ATM) contract with farthest expiration

Algorithm.Python/BasicTemplateOptionsDailyAlgorithm.py

@@ -43,8 +43,8 @@ def initialize(self):
     def on_data(self,slice):
         if self.portfolio.invested: return
 
-        chain = slice.option_chains.get_value(self.option_symbol)
-        if chain is None:
+        chain = slice.option_chains.get(self.option_symbol)
+        if not chain:
             return
 
         # Grab us the contract nearest expiry

Algorithm.Python/BasicTemplateOptionsHourlyAlgorithm.py

@@ -46,8 +46,8 @@ def initialize(self):
     def on_data(self,slice):
         if self.portfolio.invested or not self.is_market_open(self.option_symbol): return
 
-        chain = slice.option_chains.get_value(self.option_symbol)
-        if chain is None:
+        chain = slice.option_chains.get(self.option_symbol)
+        if not chain:
             return
 
         # we sort the contracts to find at the money (ATM) contract with farthest expiration

Algorithm.Python/BasicTemplateSPXWeeklyIndexOptionsAlgorithm.py

@@ -42,8 +42,8 @@ def initialize(self):
     def on_data(self,slice):
         if self.portfolio.invested: return
 
-        chain = slice.option_chains.get_value(self.spxw_option)
-        if chain is None:
+        chain = slice.option_chains.get(self.spxw_option)
+        if not chain:
             return
 
         # we sort the contracts to find at the money (ATM) contract with closest expiration

Algorithm.Python/ComboOrderTicketDemoAlgorithm.py

@@ -39,8 +39,8 @@ def initialize(self) -> None:
     def on_data(self, data: Slice) -> None:
         if self._order_legs is None:
             if self.is_market_open(self._option_symbol):
-                chain = data.option_chains.get_value(self._option_symbol)
-                if chain is not None:
+                chain = data.option_chains.get(self._option_symbol)
+                if chain:
                     call_contracts = [contract for contract in chain if contract.right == OptionRight.CALL]
                     call_contracts_by_expiry = [(key, list(group)) for key, group in itertools.groupby(call_contracts, key=lambda x: x.expiry)]
                     call_contracts_by_expiry.sort(key=lambda x: x[0])

Algorithm.Python/NullMarginMultipleOrdersRegressionAlgorithm.py

@@ -37,8 +37,8 @@ def initialize(self):
     def on_data(self, data: Slice):
         if not self.portfolio.invested:
             if self.is_market_open(self._option_symbol):
-                chain = data.option_chains.get_value(self._option_symbol)
-                if chain is not None:
+                chain = data.option_chains.get(self._option_symbol)
+                if chain:
                     call_contracts = [contract for contract in chain if contract.right == OptionRight.CALL]
                     call_contracts.sort(key=lambda x: (x.expiry, 1/ x.strike), reverse=True)