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Fix #54.
This PR simply reverts download by chunk back to download all, so that when things go wrong, it should leave an empty file instead of a file with partial file size. Also added the logic to treat 0-size file as non-existent, so that it will get overwritten even if overwrite=False.
This is useful when users find that some files are not downloaded successfully. They can simply rerun the script to re-download those invalid files while skipping valid files.