[Local Test] Adding more adjustment for supporting test

[cenhao]

Summary

1. support parquet for local input
2. remove the TS parsing logic as it causes issue with running real job locally.
3. More try catching
4. create DB if not exists.

Why / Goal

To support ml infra chronon local testing.

Test Plan

• [x] Added Unit Tests
• [ ] Covered by existing CI
• [ ] Integration tested

Checklist

• [ ] Documentation update

Reviewers

@cristianfr @ezvz @hzding621 @nikhilsimha @SophieYu41 @vamseeyarla