simplify logging, fixes #34

AsyncAlgoTrading · Jul 1, 2019 · 2948841 · 2948841
1 parent 05bf0b2
commit 2948841
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Showing 16 changed files with 66 additions and 236 deletions.
diff --git a/aat/backtest.py b/aat/backtest.py
@@ -1,7 +1,7 @@
 import pandas as pd
 from .config import BacktestConfig
 from .data_source import StreamingDataSource
-from .logging import LOG as log, DATA as dlog
+from .logging import log
 from .structs import MarketData, Instrument
 from .enums import PairType, TickType, ExchangeType_from_string, Side
 
@@ -39,7 +39,7 @@ def receive(self, data: MarketData) -> None:
         # TODO allow if market data for bid/ask
         if data.type == TickType.TRADE:
             self.callback(TickType.TRADE, data)
-            dlog.info(data)
+            log.info(data)
         else:
             self.callback(TickType.ERROR, data)
 

diff --git a/aat/callback.py b/aat/callback.py
@@ -1,6 +1,6 @@
 from abc import ABCMeta, abstractmethod
 from .structs import MarketData
-from .logging import LOG as log, DATA as dlog
+from .logging import log
 
 
 class Callback(metaclass=ABCMeta):
@@ -100,25 +100,25 @@ def __init__(self,
             setattr(self, 'onError', False)
 
     def onTrade(self, data: MarketData) -> None:
-        dlog.info(str(data))
+        log.info(str(data))
 
     def onReceived(self, data: MarketData) -> None:
-        dlog.info(str(data))
+        log.info(str(data))
 
     def onOpen(self, data: MarketData) -> None:
-        dlog.info(str(data))
+        log.info(str(data))
 
     def onFill(self, data: MarketData) -> None:
-        dlog.info(str(data))
+        log.info(str(data))
 
     def onCancel(self, data: MarketData) -> None:
-        dlog.info(str(data))
+        log.info(str(data))
 
     def onChange(self, data: MarketData) -> None:
-        dlog.info(str(data))
+        log.info(str(data))
 
     def onError(self, data: MarketData) -> None:
-        dlog.info(str(data))
+        log.info(str(data))
 
     def onAnalyze(self, data) -> None:
         log.info('Analysis')

diff --git a/aat/exchanges/gemini.py b/aat/exchanges/gemini.py
@@ -6,7 +6,7 @@
 from ..define import EXCHANGE_MARKET_DATA_ENDPOINT
 from ..enums import TickType
 from ..exchange import Exchange
-from ..logging import LOG as log
+from ..logging import log
 
 
 class GeminiExchange(GeminiMixins, Exchange):

diff --git a/aat/execution.py b/aat/execution.py
@@ -3,7 +3,7 @@
 from .exchange import Exchange
 from .enums import Side
 from .structs import TradeRequest, TradeResponse
-from .logging import EXEC as exlog
+from .logging import log
 
 
 class Execution(object):
@@ -13,12 +13,12 @@ def __init__(self, options: ExecutionConfig, exchanges: List[Exchange]) -> None:
 
     def requestBuy(self, req: TradeRequest) -> TradeResponse:
         resp = self._exs[req.exchange].buy(req)
-        exlog.info('Order info: %s' % resp)
+        log.info('Order info: %s' % resp)
         return resp
 
     def requestSell(self, req: TradeRequest) -> TradeResponse:
         resp = self._exs[req.exchange].sell(req)
-        exlog.info('Order info: %s' % resp)
+        log.info('Order info: %s' % resp)
         return resp
 
     def request(self, req: TradeRequest) -> TradeResponse:

diff --git a/aat/logging.py b/aat/logging.py
@@ -37,138 +37,14 @@
             'mode': 'w',
             'encoding': 'utf-8'
         },
-        'file_strat': {
-            'level': 'DEBUG',
-            'class': 'logging.FileHandler',
-            'formatter': 'whenAndWhere',
-            'filename': 'logs/' + moment + '/strat.log',
-            'mode': 'w',
-            'encoding': 'utf-8'
-        },
-
-        'file_data': {
-            'level': 'DEBUG',
-            'class': 'logging.FileHandler',
-            'formatter': 'whenAndWhere',
-            'filename': 'logs/' + moment + '/data.log',
-            'mode': 'w',
-            'encoding': 'utf-8'
-        },
-        'file_risk': {
-            'level': 'DEBUG',
-            'class': 'logging.FileHandler',
-            'formatter': 'whenAndWhere',
-            'filename': 'logs/' + moment + '/risk.log',
-            'mode': 'w',
-            'encoding': 'utf-8'
-        },
-        'file_execution': {
-            'level': 'DEBUG',
-            'class': 'logging.FileHandler',
-            'formatter': 'whenAndWhere',
-            'filename': 'logs/' + moment + '/exec.log',
-            'mode': 'w',
-            'encoding': 'utf-8'
-        },
-        'file_slippage': {
-            'level': 'DEBUG',
-            'class': 'logging.FileHandler',
-            'formatter': 'whenAndWhere',
-            'filename': 'logs/' + moment + '/slip.log',
-            'mode': 'w',
-            'encoding': 'utf-8'
-        },
-        'file_transaction_costs': {
-            'level': 'DEBUG',
-            'class': 'logging.FileHandler',
-            'formatter': 'whenAndWhere',
-            'filename': 'logs/' + moment + '/txns.log',
-            'mode': 'w',
-            'encoding': 'utf-8'
-        },
-        'file_manual': {
-            'level': 'DEBUG',
-            'class': 'logging.FileHandler',
-            'formatter': 'whenAndWhere',
-            'filename': 'logs/' + moment + '/manual.log',
-            'mode': 'w',
-            'encoding': 'utf-8'
-        },
-        'file_errors': {
-            'level': 'DEBUG',
-            'class': 'logging.FileHandler',
-            'formatter': 'whenAndWhere',
-            'filename': 'logs/' + moment + '/errors.log',
-            'mode': 'w',
-            'encoding': 'utf-8'
-        },
     },
     'loggers': {
         '': {  # 'root' logger
             'level': 'CRITICAL',
             'handlers': ['console', 'file']
         },
-        'strat': {
-            'level': 'CRITICAL',
-            'handlers': ['console', 'file_strat']
-        },
-        'data': {
-            'level': 'CRITICAL',
-            'handlers': ['console', 'file_data']
-        },
-        'risk': {
-            'level': 'CRITICAL',
-            'handlers': ['console', 'file_risk']
-        },
-        'execution': {
-            'level': 'CRITICAL',
-            'handlers': ['console', 'file_execution']
-        },
-        'slippage': {
-            'level': 'CRITICAL',
-            'handlers': ['console', 'file_slippage']
-        },
-        'transactionCost': {
-            'level': 'CRITICAL',
-            'handlers': ['console', 'file_transaction_costs']
-        },
-        'manual': {
-            'level': 'CRITICAL',
-            'handlers': ['console', 'file_manual']
-        },
-        'errors': {
-            'level': 'CRITICAL',
-            'handlers': ['console', 'file_errors']
-        },
-
     }
 }
 
 logging.config.dictConfig(LOGGING_CONFIG)
-LOG = logging.getLogger('')  # factory method
-STRAT = logging.getLogger('strat')
-DATA = logging.getLogger('data')
-RISK = logging.getLogger('risk')
-EXEC = logging.getLogger('execution')
-SLIP = logging.getLogger('slippage')
-TXNS = logging.getLogger('transactionCost')
-MANUAL = logging.getLogger('manual')
-ERROR = logging.getLogger('errors')
-
-STRAT.propagate = False
-DATA.propagate = False
-RISK.propagate = False
-EXEC.propagate = False
-SLIP.propagate = False
-TXNS.propagate = False
-MANUAL.propagate = False
-ERROR.propagate = False
-
-STRAT.setLevel(logging.CRITICAL)
-DATA.setLevel(logging.CRITICAL)
-RISK.setLevel(logging.CRITICAL)
-EXEC.setLevel(logging.CRITICAL)
-SLIP.setLevel(logging.CRITICAL)
-TXNS.setLevel(logging.CRITICAL)
-MANUAL.setLevel(logging.CRITICAL)
-ERROR.setLevel(logging.CRITICAL)
+log = logging.getLogger('')  # factory method
diff --git a/aat/market_data.py b/aat/market_data.py
@@ -3,7 +3,7 @@
 from .data_source import StreamingDataSource
 from .define import EXCHANGE_MARKET_DATA_ENDPOINT
 from .structs import MarketData
-from .logging import LOG as log
+from .logging import log
 
 
 class MarketData(StreamingDataSource):

diff --git a/aat/parser.py b/aat/parser.py
@@ -7,7 +7,7 @@
 from .exceptions import ConfigException
 from .structs import Instrument
 from .utils import str_to_exchange, set_verbose, str_to_currency_pair_type
-from .logging import LOG as log
+from .logging import log
 
 
 def parse_file_config(filename: str) -> TradingEngineConfig:

diff --git a/aat/risk.py b/aat/risk.py
@@ -2,7 +2,7 @@
 from .config import RiskConfig
 from .structs import TradeRequest, TradeResponse, Instrument
 from .enums import Side, TradeResult, OrderType, RiskReason, ExchangeType
-from .logging import RISK as rlog
+from .logging import log
 
 
 class Risk(object):
@@ -56,14 +56,14 @@ def _constructResp(self,
         return resp
 
     def request(self, req: TradeRequest) -> TradeRequest:
-        rlog.info('Requesting %f @ %f', req.volume, req.price)
+        log.info('Requesting %f @ %f', req.volume, req.price)
         total = req.volume * req.price
         total = total * -1 if req.side == Side.SELL else total
         max = self.max_risk/100.0 * self.total_funds
 
         if (total + self.outstanding) <= max:
             # room for full volume
-            rlog.info('Risk check passed for order: %s' % req)
+            log.info('Risk check passed for order: %s' % req)
             return self._constructResp(side=req.side,
                                        exchange=req.exchange,
                                        instrument=req.instrument,
@@ -77,7 +77,7 @@ def request(self, req: TradeRequest) -> TradeRequest:
         elif self.outstanding < max:
             # room for some volume
             volume = (max - self.outstanding) / req.price
-            rlog.info('Risk check passed for partial order: %s' % req)
+            log.info('Risk check passed for partial order: %s' % req)
             return self._constructResp(side=req.side,
                                        exchange=req.exchange,
                                        instrument=req.instrument,
@@ -89,7 +89,7 @@ def request(self, req: TradeRequest) -> TradeRequest:
                                        reason=RiskReason.PARTIAL)
 
         # no room for volume
-        rlog.info('Risk check failed for order: %s' % req)
+        log.info('Risk check failed for order: %s' % req)
         return self._constructResp(side=req.side,
                                    exchange=req.exchange,
                                    instrument=req.instrument,

diff --git a/aat/strategies/backtest.py b/aat/strategies/backtest.py
@@ -2,7 +2,7 @@
 from ..strategy import TradingStrategy
 from ..structs import MarketData, TradeRequest, TradeResponse
 from ..enums import Side, OrderType
-from ..logging import STRAT as slog, ERROR as elog
+from ..logging import log
 
 
 class CustomStrategy(TradingStrategy):
@@ -22,14 +22,14 @@ def __init__(self, size: int) -> None:
     def onBuy(self, res: TradeResponse) -> None:
         self.bought = res.volume*res.price
         self.bought_qty = res.volume
-        slog.info('d->g:bought %.2f @ %.2f for %.2f', res.volume, res.price, self.bought)
+        log.info('d->g:bought %.2f @ %.2f for %.2f', res.volume, res.price, self.bought)
 
     def onSell(self, res: TradeResponse) -> None:
         sold = res.volume*res.price
         profit = sold - self.bought
         self.profits += profit
 
-        slog.info('g->d:sold %.2f @ %.2f for %.2f - %.2f - %.2f', res.volume, res.price, sold, profit, self.profits)
+        log.info('g->d:sold %.2f @ %.2f for %.2f - %.2f - %.2f', res.volume, res.price, sold, profit, self.profits)
 
         self.bought = 0.0
         self.bought_qty = 0.0
@@ -88,7 +88,7 @@ def onTrade(self, data: MarketData):
             self.requestSell(self.onSell, req)
 
     def onError(self, e: MarketData):
-        elog.critical(e)
+        log.critical(e)
 
     def onAnalyze(self, engine) -> None:
         import pandas

diff --git a/aat/strategies/buy_and_hold.py b/aat/strategies/buy_and_hold.py
@@ -1,7 +1,7 @@
 from ..strategy import TradingStrategy
 from ..structs import MarketData, TradeRequest, TradeResponse
 from ..enums import Side, OrderType
-from ..logging import STRAT as slog, ERROR as elog
+from ..logging import log
 
 
 class BuyAndHoldStrategy(TradingStrategy):
@@ -11,7 +11,7 @@ def __init__(self) -> None:
 
     def onBuy(self, res: TradeResponse) -> None:
         self.bought = res
-        slog.info('d->g:bought %.2f @ %.2f' % (res.volume, res.price))
+        log.info('d->g:bought %.2f @ %.2f' % (res.volume, res.price))
 
     def onSell(self, res: TradeResponse) -> None:
         pass
@@ -25,11 +25,11 @@ def onTrade(self, data: MarketData) -> bool:
                                exchange=data.exchange,
                                price=data.price,
                                time=data.time)
-            slog.info("requesting buy : %s", req)
+            log.info("requesting buy : %s", req)
             self.requestBuy(self.onBuy, req)
 
     def onError(self, e) -> None:
-        elog.critical(e)
+        log.critical(e)
 
     def onAnalyze(self, engine) -> None:
         import pandas