Implement Stock Price Query APIs

Implement an in-memory store for stock price records. The store must support two timestamp granularities: daily and hourly. For each granularity, you are given a list of initial records and a sequence of operations; process the operations in order and return a list containing one result per operation. Part 1: Daily Granularity Each initial record is a tuple (symbol, date_str, price), where date_str uses the format YYYY-MM-DD. Ignore any record whose date string is invalid.…