Precise daily end times for Oanda

Expected Behavior

• Oanda CFD & Forex support precise daily end times are used if the algorithm setting is enabled

Actual Behavior

• They are currently being skipped, see UseStrictEndTime https://github.com/QuantConnect/Lean/blob/master/Common/Util/LeanData.cs . See related https://github.com/QuantConnect/Lean/pull/8254 & https://github.com/QuantConnect/Lean/pull/8001

Potential Solution

• Enable feature & assert behavior with new regression algorithms. They were originally skipped to reduce complexity given oanda data tz and exchange time zones are significantly different. Potentially there might be some improvements to be done for the FF enumerator and the Strict daily enumerator handling.

Reproducing the Problem

N/A

System Information

N/A

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues

• I have provided detailed steps to reproduce the issue

Start at Common/Util/LeanData.cs and inspect UseStrictEndTime, then trace the FF enumerator and Strict daily enumerator handling for Oanda CFD and Forex data. Enable the feature when the algorithm setting is on and add regression algorithms that assert precise daily end times, using related PRs #8254 and #8001 for context.