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subdag doesn't work with LocalExecutor/SequentialExecutor #1168

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@xiaoliangsc

I'm working with Airflow 1.6.2 on OSX;

When running SubdagOperator using LocalExecutor/SequentialExecutor, it always hit the exception of "DAG {sub_dag_name} could not be found in {dag_folder}'", from https://github.com/airbnb/airflow/blob/master/airflow/bin/cli.py#L159

It looks to me that with LocalExecutor/SequentialExecutor, dags are not pickled, so when subdag operator uses backfill_job to execute subdag as a dag, it always tries to load the subdag from dag folder, which causes error because we hide the subdag using a factory method. (follow http://pythonhosted.org/airflow/concepts.html#subdags)

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