Did James Cagney say "You dirty rat!" in any of his movies?

No, James Cagney didn’t say “You dirty rat!” in any of his movies.

Who was the inspiration for Jimmy “Popeye” Doyle in The French Connection (1971)? New York City policeman Eddie Egan was the inspiration for Jimmy "Popeye" Doyle in the movie The French Connection.
Who said about Orson Welles, “There but for the grace of God goes God”? "There but for the grace of God goes God" was supposedly said by Herman Mankiewicz, screenwriter for Citizen Kane (1940). But the apocryphal remark has also been attributed to Winston Churchill and Orson…
What was Meryl Streep’s theatrical film debut? Meryl Streep's theatrical film debut was Julia (1977).
Why did Dirty Harry say he was called dirty? Dirty Harry said he was called dirty because he does "every dirty job that comes along." Clint Eastwood played Harry Callahan.
Who said, “This year I’m a star, but what will I be next year, a black hole?” Woody Allen said, "This year I'm a star, but what will I be next year, a black hole."
Who trained the rats used in Willard (1971)? Moe and Nora di Sesso trained the rats used in the movie Willard (1971). They were assisted by their pet cat.