Enable daily precise end time by default (#8254)

* Default daily precise end times

- Enable by default daily precise end times. Updating stats
- Minor fix for algorithm manager consolidator updates, adding new regression test
  asserting behavior and updating others
- Minor fix for SubscriptionData creator avoid round down on warmup if
  not appropiate
- Adjust consolidators to emit on daily strict end times if requested
  daily resolution and setting enabled
- Updating regression algorithms

* Skip daily data on extended market hours

* Some cleanup and self review

* Revert unrequired change

Algorithm.Python/BasicTemplateFuturesDailyAlgorithm.py

@@ -49,10 +49,7 @@ class BasicTemplateFuturesDailyAlgorithm(QCAlgorithm):
                 contract = sorted(contracts, key = lambda x: x.expiry)[0]
 
                 # if found, trade it.
-                # Also check if exchange is open for regular or extended hours. Since daily data comes at 8PM, this allows us prevent the
-                # algorithm from trading on friday when there is not after-market.
-                if self.securities[contract.symbol].exchange.hours.is_open(self.time, True):
-                    self.market_order(contract.symbol, 1)
+                self.market_order(contract.symbol, 1)
         # Same as above, check for cases like trading on a friday night.
         elif all(x.exchange.hours.is_open(self.time, True) for x in self.securities.values() if x.invested):
             self.liquidate()