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.
DOC: Updates the comments around the caching in siddata
BUG: Fixes a bug in the test date_gen for non-daily timedeltas
DOC: Adds the new transform work to the release notes.