diff --git a/zipline/algorithm.py b/zipline/algorithm.py
index 30149ccd..fc7396fb 100644
--- a/zipline/algorithm.py
+++ b/zipline/algorithm.py
@@ -197,7 +197,9 @@ class TradingAlgorithm(object):
         self.event_manager = EventManager()
 
         if self.algoscript is not None:
-            exec_(self.algoscript, self.namespace)
+            filename = kwargs.pop('algo_filename', '<string>')
+            code = compile(self.algoscript, filename, 'exec')
+            exec_(code, self.namespace)
             self._initialize = self.namespace.get('initialize')
             if 'handle_data' not in self.namespace:
                 raise ValueError('You must define a handle_data function.')
diff --git a/zipline/utils/cli.py b/zipline/utils/cli.py
index 7af986e8..017b011f 100644
--- a/zipline/utils/cli.py
+++ b/zipline/utils/cli.py
@@ -187,7 +187,8 @@ def run_pipeline(print_algo=True, **kwargs):
 
     algo = zipline.TradingAlgorithm(script=algo_text,
                                     namespace=kwargs.get('namespace', {}),
-                                    capital_base=float(kwargs['capital_base']))
+                                    capital_base=float(kwargs['capital_base']),
+                                    algo_filename=kwargs.get('algofile'))
 
     perf = algo.run(source)