Fixes for trading calendar holidays for weekend holidays.

- Removes New Year's on Saturday, in that case there is no New Year's observed.
- Adds Monday after a July 4th Sunday
- Adds Friday before a July 4th Saturday
- Adds Monday after a Christmas Sunday
- Adds Friday before a Christmas Saturday
Backfills a batch transform panel with supplemental data.

For the case where the window isn't covered by the data streaming
through the simulator.

e.g. in a case where the stocks being iterated over change every
quarter, the supplemental data will fill in the 'gap' missing from
the transform since the 'new' stocks were not streaming before
the beginning of the quarter.

Of note, test cases are covered by internal suites, but this could
use tests with completely mocked data.
Don't let record_variables be used after initialize.
Added parameter type validation to record_variables