Add is_final_step under processing/training/lambda step and unit test

[Rosie-Chenyr]

Description of changes:

1. Add is_final_step under processing/training/lambda step.
2. Add a unit test that the value of is_final_step can be transferred into json when defined

General

• I have read the CONTRIBUTING doc
• I certify that the changes I am introducing will be backward compatible, and I have discussed concerns about this, if any, with the Python SDK team
• I used the commit message format described in CONTRIBUTING
• [] I have passed the region in to all S3 and STS clients that I've initialized as part of this change.
• [] I have updated any necessary documentation, including READMEs and API docs (if appropriate)

Tests

• I have added tests that prove my fix is effective or that my feature works (if appropriate)
• I have added unit and/or integration tests as appropriate to ensure backward compatibility of the changes
• I have checked that my tests are not configured for a specific region or account (if appropriate)
• I have used unique_name_from_base to create resource names in integ tests (if appropriate)

By submitting this pull request, I confirm that my contribution is made under the terms of the Apache 2.0 license.

[qidewenwhen]

What changes are in this file? If it's auto generated, please don't include it in the PR.

[qidewenwhen]

Same above. What this file is used for? Please drop it if it's auto generated

[qidewenwhen]

This is a tmp change for local test. Please exclude it in CR

[qidewenwhen]

High level comment:
Let's run the following commands to auto format the files and detect any possible issues:

tox -e black-format

tox -e flake8,pylint,docstyle,twine --parallel all 

This one tox -e black-format and tox -e docstyle are required

For flake8 and pylint, they may be flaky as per different python versions. So I'll say they are optional.

For tox -e twine, you'll need it to generate the sdk tar file so it has to be passed.