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Drop empty dataframes before merge with appropriate error handling #1782

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ChNgineer
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Resolves #1382 and Implements suggested filtering of empty DataFrames before merge and realignment to address TypeError of object column when dataframe is empty. Implemented appropriate error logging to inform user that merge with certain tickers was unsuccessful, but does not kill the process outright and returns a merged DataFrame of only the non-empty DataFrames.

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What is output when one DataFrame empty, or how does user find out that happened?

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