centralizing LOG_LEVEL

catalyst/algorithm.py

@@ -138,8 +138,9 @@ from catalyst.gens.sim_engine import MinuteSimulationClock
 from catalyst.sources.benchmark_source import BenchmarkSource
 from catalyst.catalyst_warnings import ZiplineDeprecationWarning
 
+from catalyst.constants import LOG_LEVEL
 
-log = logbook.Logger("CatalystLog")
+log = logbook.Logger("CatalystLog", level=LOG_LEVEL)
 
 
 class TradingAlgorithm(object):

catalyst/assets/assets.py

@@ -76,7 +76,9 @@ from catalyst.utils.numpy_utils import as_column
 from catalyst.utils.preprocess import preprocess
 from catalyst.utils.sqlite_utils import group_into_chunks, coerce_string_to_eng
 
-log = Logger('assets.py')
+from catalyst.constants import LOG_LEVEL
+
+log = Logger('assets.py', level=LOG_LEVEL)
 
 # A set of fields that need to be converted to strings before building an
 # Asset to avoid unicode fields

catalyst/data/bundles/base.py

@@ -30,8 +30,10 @@ from catalyst.utils.cli import (
 )
 from catalyst.utils.memoize import lazyval
 
+from catalyst.constants import LOG_LEVEL
+
 logbook.StderrHandler().push_application()
-log = logbook.Logger(__name__)
+log = logbook.Logger(__name__, level=LOG_LEVEL)
 
 DEFAULT_RETRIES = 5
 

catalyst/data/bundles/quandl.py

@@ -40,7 +40,9 @@ from catalyst.utils.cli import maybe_show_progress
 
 from . import core as bundles
 
-log = Logger(__name__)
+from catalyst.constants import LOG_LEVEL
+
+log = Logger(__name__, level=LOG_LEVEL)
 seconds_per_call = (pd.Timedelta('10 minutes') / 2000).total_seconds()
 
 class QuandlBundle(BaseEquityPricingBundle):

catalyst/data/data_portal.py

@@ -68,7 +68,9 @@ from catalyst.errors import (
     HistoryWindowStartsBeforeData,
 )
 
-log = Logger('DataPortal')
+from catalyst.constants import LOG_LEVEL
+
+log = Logger('DataPortal', level=LOG_LEVEL)
 
 BASE_FIELDS = frozenset([
     "open",

catalyst/data/loader.py

@@ -32,7 +32,9 @@ from ..utils.paths import (
     data_root,
 )
 
-logger = logbook.Logger('Loader')
+from catalyst.constants import LOG_LEVEL
+
+logger = logbook.Logger('Loader', level=LOG_LEVEL)
 
 # Mapping from index symbol to appropriate bond data
 INDEX_MAPPING = {

catalyst/data/minute_bars.py

@@ -44,7 +44,9 @@ from catalyst.utils.calendars import get_calendar
 from catalyst.utils.cli import maybe_show_progress
 from catalyst.utils.memoize import lazyval
 
-logger = logbook.Logger('MinuteBars')
+from catalyst.constants import LOG_LEVEL
+
+logger = logbook.Logger('MinuteBars', level=LOG_LEVEL)
 
 US_EQUITIES_MINUTES_PER_DAY = 390
 FUTURES_MINUTES_PER_DAY = 1440

catalyst/data/us_equity_pricing.py

@@ -83,7 +83,9 @@ from catalyst.utils.cli import (
 from ._equities import _compute_row_slices, _read_bcolz_data
 from ._adjustments import load_adjustments_from_sqlite
 
-logger = logbook.Logger('UsEquityPricing')
+from catalyst.constants import LOG_LEVEL
+
+logger = logbook.Logger('UsEquityPricing', level=LOG_LEVEL)
 
 OHLC = frozenset(['open', 'high', 'low', 'close'])
 OHLCV = frozenset(['open', 'high', 'low', 'close', 'volume'])

catalyst/exchange/bitfinex/bitfinex.py

@@ -33,7 +33,9 @@ requests.adapters.DEFAULT_RETRIES = 20
 
 BITFINEX_URL = 'https://api.bitfinex.com'
 
-log = Logger('Bitfinex')
+from catalyst.constants import LOG_LEVEL
+
+log = Logger('Bitfinex', level=LOG_LEVEL)
 warning_logger = Logger('AlgoWarning')
 
 

catalyst/exchange/bittrex/bittrex.py

@@ -16,7 +16,9 @@ from catalyst.finance.order import Order, ORDER_STATUS
 from catalyst.exchange.exchange_utils import get_exchange_symbols_filename, \
     download_exchange_symbols
 
-log = Logger('Bittrex')
+from catalyst.constants import LOG_LEVEL
+
+log = Logger('Bittrex', level=LOG_LEVEL)
 
 URL2 = 'https://bittrex.com/Api/v2.0'
 

catalyst/exchange/data_portal_exchange.py

@@ -29,7 +29,9 @@ from catalyst.exchange.exchange_errors import (
     PricingDataNotLoadedError, InvalidHistoryFrequencyError,
     BundleNotFoundError)
 
-log = Logger('DataPortalExchange')
+from catalyst.constants import LOG_LEVEL
+
+log = Logger('DataPortalExchange', level=LOG_LEVEL)
 
 
 class DataPortalExchangeBase(DataPortal):

catalyst/exchange/exchange.py

@@ -24,7 +24,9 @@ from catalyst.exchange.exchange_utils import get_exchange_symbols
 from catalyst.finance.order import ORDER_STATUS
 from catalyst.finance.transaction import Transaction
 
-log = Logger('Exchange')
+from catalyst.constants import LOG_LEVEL
+
+log = Logger('Exchange', level=LOG_LEVEL)
 
 
 class Exchange:

catalyst/exchange/exchange_algorithm.py

@@ -54,7 +54,9 @@ from catalyst.utils.input_validation import error_keywords, ensure_upper_case, \
 from catalyst.utils.preprocess import preprocess
 from catalyst.utils.math_utils import round_nearest
 
-log = logbook.Logger('exchange_algorithm')
+from catalyst.constants import LOG_LEVEL
+
+log = logbook.Logger('exchange_algorithm', level=LOG_LEVEL)
 
 
 class ExchangeAlgorithmExecutor(AlgorithmSimulator):

catalyst/exchange/exchange_bundle.py

@@ -21,16 +21,15 @@ from catalyst.exchange.exchange_utils import get_exchange_folder
 from catalyst.utils.cli import maybe_show_progress
 from catalyst.utils.paths import ensure_directory
 
+from catalyst.constants import LOG_LEVEL
+
+log = Logger('exchange_bundle', level=LOG_LEVEL)
+
+BUNDLE_NAME_TEMPLATE = '{root}/{frequency}_bundle'
 
 def _cachpath(symbol, type_):
     return '-'.join([symbol, type_])
 
-
-BUNDLE_NAME_TEMPLATE = '{root}/{frequency}_bundle'
-log = Logger('exchange_bundle')
-log.level = INFO
-
-
 class ExchangeBundle:
     def __init__(self, exchange):
         self.exchange = exchange

catalyst/exchange/exchange_portfolio.py

@@ -3,7 +3,9 @@ from logbook import Logger
 
 from catalyst.protocol import Portfolio, Positions, Position
 
-log = Logger('ExchangePortfolio')
+from catalyst.constants import LOG_LEVEL
+
+log = Logger('ExchangePortfolio', level=LOG_LEVEL)
 
 
 class ExchangePortfolio(Portfolio):

catalyst/exchange/live_graph_clock.py

@@ -22,8 +22,9 @@ from logbook import Logger
 from catalyst.exchange.exchange_errors import \
     MismatchingBaseCurrenciesExchanges
 
+from catalyst.constants import LOG_LEVEL
 
-log = Logger('LiveGraphClock')
+log = Logger('LiveGraphClock', level=LOG_LEVEL)
 
 
 class LiveGraphClock(object):

catalyst/exchange/poloniex/poloniex.py

@@ -33,7 +33,9 @@ from catalyst.exchange.exchange_utils import get_exchange_symbols_filename, \
     download_exchange_symbols
 from catalyst.finance.transaction import Transaction
 
-log = Logger('Poloniex')
+from catalyst.constants import LOG_LEVEL
+
+log = Logger('Poloniex', level=LOG_LEVEL)
 
 
 class Poloniex(Exchange):

catalyst/finance/blotter.py

@@ -34,7 +34,9 @@ from catalyst.finance.commission import (
 from catalyst.finance.cancel_policy import NeverCancel
 from catalyst.utils.input_validation import expect_types
 
-log = Logger('Blotter')
+from catalyst.constants import LOG_LEVEL
+
+log = Logger('Blotter', level=LOG_LEVEL)
 warning_logger = Logger('AlgoWarning')
 
 

catalyst/finance/controls.py

@@ -24,7 +24,9 @@ from catalyst.errors import (
     TradingControlViolation,
 )
 
-log = logbook.Logger('TradingControl')
+from catalyst.constants import LOG_LEVEL
+
+log = logbook.Logger('TradingControl', level=LOG_LEVEL)
 
 
 class TradingControl(with_metaclass(abc.ABCMeta)):

catalyst/finance/performance/period.py

@@ -88,7 +88,10 @@ from six import itervalues, iteritems
 
 import catalyst.protocol as zp
 
-log = logbook.Logger('Performance')
+from catalyst.constants import LOG_LEVEL
+
+log = logbook.Logger('Performance', level=LOG_LEVEL)
+
 TRADE_TYPE = zp.DATASOURCE_TYPE.TRADE
 
 

catalyst/finance/performance/position.py

@@ -40,7 +40,9 @@ import logbook
 from catalyst.assets import Future, Asset
 from catalyst.utils.input_validation import expect_types
 
-log = logbook.Logger('Performance')
+from catalyst.constants import LOG_LEVEL
+
+log = logbook.Logger('Performance', level=LOG_LEVEL)
 
 
 class Position(object):

catalyst/finance/performance/position_tracker.py

@@ -32,7 +32,9 @@ from catalyst.assets import (
 )
 from . position import positiondict
 
-log = logbook.Logger('Performance')
+from catalyst.constants import LOG_LEVEL
+
+log = logbook.Logger('Performance', level=LOG_LEVEL)
 
 
 PositionStats = namedtuple('PositionStats',

catalyst/finance/performance/tracker.py

@@ -70,7 +70,9 @@ import catalyst.finance.risk as risk
 
 from . position_tracker import PositionTracker
 
-log = logbook.Logger('Performance')
+from catalyst.constants import LOG_LEVEL
+
+log = logbook.Logger('Performance', level=LOG_LEVEL)
 
 
 class PerformanceTracker(object):

catalyst/finance/risk/cumulative.py

@@ -38,7 +38,9 @@ from empyrical import (
     sortino_ratio,
 )
 
-log = logbook.Logger('Risk Cumulative')
+from catalyst.constants import LOG_LEVEL
+
+log = logbook.Logger('Risk Cumulative', level=LOG_LEVEL)
 
 
 choose_treasury = functools.partial(choose_treasury, lambda *args: '10year',

catalyst/finance/risk/period.py

@@ -36,7 +36,9 @@ from empyrical import (
     sortino_ratio
 )
 
-log = logbook.Logger('Risk Period')
+from catalyst.constants import LOG_LEVEL
+
+log = logbook.Logger('Risk Period', level=LOG_LEVEL)
 
 choose_treasury = functools.partial(risk.choose_treasury,
                                     risk.select_treasury_duration)

catalyst/finance/risk/report.py

@@ -63,7 +63,9 @@ from dateutil.relativedelta import relativedelta
 
 from . period import RiskMetricsPeriod
 
-log = logbook.Logger('Risk Report')
+from catalyst.constants import LOG_LEVEL
+
+log = logbook.Logger('Risk Report', level=LOG_LEVEL)
 
 
 class RiskReport(object):

catalyst/finance/risk/risk.py

@@ -61,7 +61,9 @@ Risk Report
 import logbook
 import numpy as np
 
-log = logbook.Logger('Risk')
+from catalyst.constants import LOG_LEVEL
+
+log = logbook.Logger('Risk', level=LOG_LEVEL)
 
 
 TREASURY_DURATIONS = [

catalyst/finance/trading.py

@@ -26,7 +26,9 @@ from catalyst.data.loader import load_market_data
 from catalyst.utils.calendars import get_calendar
 from catalyst.utils.memoize import remember_last
 
-log = logbook.Logger('Trading')
+from catalyst.constants import LOG_LEVEL
+
+log = logbook.Logger('Trading', level=LOG_LEVEL)
 
 
 DEFAULT_CAPITAL_BASE = 1e5

catalyst/gens/tradesimulation.py

@@ -27,7 +27,9 @@ from catalyst.gens.sim_engine import (
     BEFORE_TRADING_START_BAR
 )
 
-log = Logger('Trade Simulation')
+from catalyst.constants import LOG_LEVEL
+
+log = Logger('Trade Simulation', level=LOG_LEVEL)
 
 
 class AlgorithmSimulator(object):

catalyst/sources/requests_csv.py

@@ -23,7 +23,9 @@ from catalyst.protocol import (
 )
 from catalyst.assets import Equity
 
-logger = Logger('Requests Source Logger')
+from catalyst.constants import LOG_LEVEL
+
+logger = Logger('Requests Source Logger', level=LOG_LEVEL)
 
 
 def roll_dts_to_midnight(dts, trading_day):

catalyst/utils/run_algo.py

@@ -43,7 +43,9 @@ from catalyst.exchange.exchange_utils import get_exchange_auth, \
     get_algo_object
 from logbook import Logger
 
-log = Logger('run_algo')
+from catalyst.constants import LOG_LEVEL
+
+log = Logger('run_algo', level=LOG_LEVEL)
 
 
 class _RunAlgoError(click.ClickException, ValueError):