ENH: Makes breakpoints work in algoscripts started with the run_algo.py
script.

Adds an option kwarg to TradingAlgorithm named 'algo_filename' that
represents the file where the algoscript came from (if any). The
run_algo.py script will pass this argument with the value passed to the
'-f' flag. The default name is '<string>' to represent that the script
is coming from a string in python and not a file. This matches the
behavior of exec and the python convention for compiling code objects.
STY: Removes unused import in run_algo.py
ENH: Replaces the simple transforms with history calls. Switches
transforms to quantopian syntax.

Adds the sid attribute to the siddata so it is aware of which security
it represents.
MAINT: Makes the date_gen skip non-market times.
MAINT: Updates the add_trading_days to use the index of the date for a
more efficient means of jumping larger gaps of dates.

Adds a docstring to explain the usage of the function.