Latest Only option for Historical Retrieval
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- Python
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Description
**Is your feature request related to a problem? Please describe.**
In many batch workflows, it is worthwhile to retrieve the latest features by entity only. This is useful from the purposes of both production and backtesting purposes.
E.g. if I have an hourly/daily batch which goes through our whole customer base to find fraudulent customers, we wouldn't really use the online store for this.
**Describe the solution you'd like**
Allow users to specify an entity set extracted from a feature view should have an option to be deduplicated by `latest`. Depends on #1611
```
my_daily_batch_scoring_df = store.get_latest_features(
entity_df = "my_df",
feature_refs = [...],
)
```
**Additional context**
Linked issue #1611
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