Changed FeatureStore to list of in memory Factsets

This behavior is also in the `FactsetGlob` which is used by `Snapshot`. It is basically there because its possible (and has happened) that no data will be stored in a `Factset` because either there is no input data to import or every record failed to parse. In these circumstances the job will succeeded and the factset will be added to the `FeatureStore` even though its empty. We should probably change the code so it doesn't add any empty `Factsets` to the `FeatureStore`, but i guess we will still need to support these empty `Factsets` unless we do a cleanup.