* Support testing during training by ParallelExecutor.

* Add unit test.

* Improve the interface.

* Follow comments.

Fix debuger bugs

1. Combine 'open_files', 'multi_pass_reader' and 'threaded_reader'
together to make the new 'open_files' interface.
2. Add some docstring.
3. Simplify interface names of 'create_XXX_reader', e.g, rename
'create_double_buffer_reader' to 'double_buffer'.

Also fixed typo and comments.

* initial commit

* fix error

* fix typo and order