Replace RestShap with HttpClient (#9143)

* Replace RestShap with HttpClient

* Address peer review

* Minor fixes

Author: jhonabreul

Algorithm.Python/FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.py

@@ -26,17 +26,17 @@ def initialize(self):
             self._create_option(datetime(2020, 2, 25), OptionRight.CALL, 1600.0): False,
             self._create_option(datetime(2020, 2, 25), OptionRight.PUT, 1545.0): False
         }
-        
+
         # Required for FOPs to use extended hours, until GH #6491 is addressed
         self.universe_settings.extended_market_hours = True
 
         self.set_start_date(2020, 1, 4)
         self.set_end_date(2020, 1, 6)
 
         gold_futures = self.add_future("GC", Resolution.MINUTE, Market.COMEX, extended_market_hours=True)
-        gold_futures.SetFilter(0, 365)
+        gold_futures.set_filter(0, 365)
 
-        self.add_future_option(gold_futures.Symbol)
+        self.add_future_option(gold_futures.symbol)
 
     def on_data(self, data: Slice):
         for symbol in data.quote_bars.keys():

Algorithm.Python/HistoryAlgorithm.py

@@ -32,7 +32,7 @@ def initialize(self):
         self.add_equity("SPY", Resolution.DAILY)
         IBM = self.add_data(CustomDataEquity, "IBM", Resolution.DAILY)
         # specifying the exchange will allow the history methods that accept a number of bars to return to work properly
-        IBM.Exchange = EquityExchange()
+        IBM.exchange = EquityExchange()
 
         # we can get history in initialize to set up indicators and such
         self.daily_sma = SimpleMovingAverage(14)
@@ -96,7 +96,7 @@ def initialize(self):
         self.assert_history_count("History(CustomDataEquity, self.securities.keys(), 14)", all_custom_data, 14 * 2)
 
         # NOTE: Using different resolutions require that they are properly implemented in your data type. If your
-        #  custom data source has different resolutions, it would need to be implemented in the GetSource and 
+        #  custom data source has different resolutions, it would need to be implemented in the GetSource and
         #  Reader methods properly.
         #custom_data_history = self.history(CustomDataEquity, "IBM", timedelta(7), Resolution.MINUTE)
         #custom_data_history = self.history(CustomDataEquity, "IBM", 14, Resolution.MINUTE)