log.msg() -> log.debug()

sysbrokers/IB/client/ib_client.py

@@ -136,7 +136,7 @@ def broker_error(self, msg, log, myerror_type):
         log.warn(msg)
 
     def broker_message(self, log, msg):
-        log.msg(msg)
+        log.debug(msg)
 
     def refresh(self):
         self.ib.sleep(0.00001)

sysbrokers/IB/client/ib_price_client.py

@@ -329,7 +329,7 @@ def _avoid_pacing_violation(
     printed_warning_already = False
     while _pause_for_pacing(last_call_datetime):
         if not printed_warning_already:
-            log.msg(
+            log.debug(
                 "Pausing %f seconds to avoid pacing violation"
                 % (
                     last_call_datetime

sysbrokers/IB/ib_Fx_prices_data.py

@@ -78,7 +78,7 @@ def _get_fx_prices_with_ib_config(
         # turn into a fxPrices
         fx_prices = fxPrices(raw_fx_prices)
 
-        log.msg("Downloaded %d prices" % len(fx_prices))
+        log.debug("Downloaded %d prices" % len(fx_prices))
 
         return fx_prices
 

sysbrokers/IB/ib_connection.py

@@ -106,7 +106,7 @@ def account(self):
         return self._account
 
     def close_connection(self):
-        self.log.msg("Terminating %s" % str(self._ib_connection_config))
+        self.log.debug("Terminating %s" % str(self._ib_connection_config))
         try:
             # Try and disconnect IB client
             self.ib.disconnect()

sysbrokers/IB/ib_futures_contracts_data.py

@@ -164,15 +164,15 @@ def get_min_tick_size_for_contract(self, contract_object: futuresContract) -> fl
                 contract_object
             )
         except missingContract:
-            new_log.msg("Can't resolve contract so can't find tick size")
+            new_log.debug("Can't resolve contract so can't find tick size")
             raise
 
         try:
             min_tick_size = self.ib_client.ib_get_min_tick_size(
                 contract_object_with_ib_data
             )
         except missingContract:
-            new_log.msg("No tick size found")
+            new_log.debug("No tick size found")
             raise
 
         return min_tick_size
@@ -186,15 +186,15 @@ def get_price_magnifier_for_contract(
                 contract_object
             )
         except missingContract:
-            new_log.msg("Can't resolve contract so can't find tick size")
+            new_log.debug("Can't resolve contract so can't find tick size")
             raise
 
         try:
             price_magnifier = self.ib_client.ib_get_price_magnifier(
                 contract_object_with_ib_data
             )
         except missingContract:
-            new_log.msg("No contract found")
+            new_log.debug("No contract found")
             raise
 
         return price_magnifier
@@ -214,15 +214,15 @@ def get_trading_hours_for_contract(
                 futures_contract
             )
         except missingContract:
-            new_log.msg("Can't resolve contract")
+            new_log.debug("Can't resolve contract")
             raise missingContract
 
         try:
             trading_hours = self.ib_client.ib_get_trading_hours(
                 contract_object_with_ib_data
             )
         except missingData:
-            new_log.msg("No trading hours found")
+            new_log.debug("No trading hours found")
             trading_hours = listOfTradingHours([])
 
         return trading_hours

sysbrokers/IB/ib_orders.py

@@ -297,7 +297,7 @@ def _send_broker_order_to_IB(self, broker_order: brokerOrder) -> tradeWithContra
         """
 
         log = broker_order.log_with_attributes(self.log)
-        log.msg("Going to submit order %s to IB" % str(broker_order))
+        log.debug("Going to submit order %s to IB" % str(broker_order))
 
         trade_list = broker_order.trade
         order_type = broker_order.order_type
@@ -320,7 +320,7 @@ def _send_broker_order_to_IB(self, broker_order: brokerOrder) -> tradeWithContra
             log.warn("Couldn't submit order")
             return missing_order
 
-        log.msg("Order submitted to IB")
+        log.debug("Order submitted to IB")
 
         return placed_broker_trade_object
 
@@ -385,7 +385,7 @@ def cancel_order_on_stack(self, broker_order: brokerOrder):
             return None
 
         self.cancel_order_given_control_object(matched_control_order)
-        log.msg("Sent cancellation for %s" % str(broker_order))
+        log.debug("Sent cancellation for %s" % str(broker_order))
 
     def cancel_order_given_control_object(
         self, broker_orders_with_controls: ibOrderWithControls

syscontrol/report_process_status.py

@@ -68,7 +68,7 @@ def _minutes_elapsed_since_log(self, log_time: datetime.datetime) -> float:
         return elapsed_minutes
 
     def _log_and_mark_timing(self, status: str):
-        self.log.msg(status)
+        self.log.debug(status)
         self._mark_timing_of_log(status)
 
     def _mark_timing_of_log(self, status):
@@ -91,7 +91,7 @@ def _get_all_keys_in_store(self) -> list:
         return all_keys
 
     def _log_clear_and_mark(self, status: str):
-        self.log.msg("No longer- %s" % status)
+        self.log.debug("No longer- %s" % status)
         self._mark_log_of_clear(status)
 
     def _mark_log_of_clear(self, status):

syscontrol/run_process.py

@@ -153,7 +153,7 @@ def _finish_control_process(self):
                 % self.process_name
             )
         elif result_of_finish is success:
-            self.log.msg("Process control %s marked close" % self.process_name)
+            self.log.debug("Process control %s marked close" % self.process_name)
 
 
 ### STARTUP CODE
@@ -334,7 +334,7 @@ def wait_for_next_method_run_time(process_to_run: processToRun):
             "Sleeping for %d seconds as %d seconds until next method ready to run (will react to STOP or PAUSE at that point)"
             % (sleep_time, seconds_to_next_run)
         )
-        process_to_run.log.msg(msg)
+        process_to_run.log.debug(msg)
         sys.stdout.flush()
         time.sleep(seconds_to_next_run)
 
@@ -377,13 +377,13 @@ def _check_for_stop(process_to_run: processToRun) -> bool:
     log = process_to_run.log
 
     if process_requires_stop:
-        log.msg("Process control marked as STOP")
+        log.debug("Process control marked as STOP")
 
     if all_methods_finished:
-        log.msg("Finished doing all executions of provided methods")
+        log.debug("Finished doing all executions of provided methods")
 
     if time_to_stop:
-        log.msg("Passed finish time of process")
+        log.debug("Passed finish time of process")
 
     if process_requires_stop or all_methods_finished or time_to_stop:
         return True

syscontrol/timer_functions.py

@@ -39,7 +39,7 @@ def _log_on_startup(self):
         log = self.log
         method_name = self.method_name
         if self.run_on_completion_only:
-            log.msg("%s will run once only on process completion" % method_name)
+            log.debug("%s will run once only on process completion" % method_name)
             return None
 
         max_executions = self.max_executions
@@ -49,7 +49,7 @@ def _log_on_startup(self):
         else:
             exec_string = "at most %d times" % max_executions
 
-        log.msg(
+        log.debug(
             "%s will run every %d minutes %s with heartbeats every %d minutes"
             % (
                 method_name,
@@ -108,7 +108,7 @@ def report_status(self) -> reportStatus:
         return self._report_status
 
     def log_msg(self, msg: str):
-        self.log.msg(msg, type=self.process_name)
+        self.log.debug(msg, type=self.process_name)
 
     def check_and_run(self, last_run: bool = False, **kwargs):
         """

sysdata/arctic/arctic_adjusted_prices.py

@@ -43,7 +43,7 @@ def _delete_adjusted_prices_without_any_warning_be_careful(
         self, instrument_code: str
     ):
         self.arctic.delete(instrument_code)
-        self.log.msg(
+        self.log.debug(
             "Deleted adjusted prices for %s from %s" % (instrument_code, str(self)),
             instrument_code=instrument_code,
         )
@@ -55,7 +55,7 @@ def _add_adjusted_prices_without_checking_for_existing_entry(
         adjusted_price_data_aspd.columns = ["price"]
         adjusted_price_data_aspd = adjusted_price_data_aspd.astype(float)
         self.arctic.write(instrument_code, adjusted_price_data_aspd)
-        self.log.msg(
+        self.log.debug(
             "Wrote %s lines of prices for %s to %s"
             % (len(adjusted_price_data), instrument_code, str(self)),
             instrument_code=instrument_code,

sysdata/arctic/arctic_futures_per_contract_prices.py

@@ -104,7 +104,7 @@ def _write_prices_at_frequency_for_contract_object_no_checking(
 
         self.arctic_connection.write(ident, futures_price_data_as_pd)
 
-        log.msg(
+        log.debug(
             "Wrote %s lines of prices for %s at %s to %s"
             % (
                 len(futures_price_data),
@@ -198,7 +198,7 @@ def _delete_prices_at_frequency_for_contract_object_with_no_checks_be_careful(
             contract=futures_contract_object, frequency=frequency
         )
         self.arctic_connection.delete(ident)
-        log.msg(
+        log.debug(
             "Deleted all prices for %s from %s"
             % (futures_contract_object.key, str(self))
         )

sysdata/arctic/arctic_multiple_prices.py

@@ -52,7 +52,7 @@ def _delete_multiple_prices_without_any_warning_be_careful(
     ):
 
         self.arctic.delete(instrument_code)
-        self.log.msg(
+        self.log.debug(
             "Deleted multiple prices for %s from %s" % (instrument_code, str(self))
         )
 
@@ -64,7 +64,7 @@ def _add_multiple_prices_without_checking_for_existing_entry(
         multiple_price_data_aspd = _change_contracts_to_str(multiple_price_data_aspd)
 
         self.arctic.write(instrument_code, multiple_price_data_aspd)
-        self.log.msg(
+        self.log.debug(
             "Wrote %s lines of prices for %s to %s"
             % (len(multiple_price_data_aspd), instrument_code, str(self)),
             instrument_code=instrument_code,

sysdata/arctic/arctic_spotfx_prices.py

@@ -38,7 +38,7 @@ def _get_fx_prices_without_checking(self, currency_code: str) -> fxPrices:
     def _delete_fx_prices_without_any_warning_be_careful(self, currency_code: str):
         log = self.log.setup(**{CURRENCY_CODE_LOG_LABEL: currency_code})
         self.arctic.delete(currency_code)
-        log.msg("Deleted fX prices for %s from %s" % (currency_code, str(self)))
+        log.debug("Deleted fX prices for %s from %s" % (currency_code, str(self)))
 
     def _add_fx_prices_without_checking_for_existing_entry(
         self, currency_code: str, fx_price_data: fxPrices
@@ -50,7 +50,7 @@ def _add_fx_prices_without_checking_for_existing_entry(
         fx_price_data_aspd = fx_price_data_aspd.astype(float)
 
         self.arctic.write(currency_code, fx_price_data_aspd)
-        log.msg(
+        log.debug(
             "Wrote %s lines of prices for %s to %s"
             % (len(fx_price_data), currency_code, str(self))
         )

sysdata/arctic/arctic_spreads.py

@@ -36,7 +36,7 @@ def _get_spreads_without_checking(
 
     def _delete_spreads_without_any_warning_be_careful(self, instrument_code: str):
         self.arctic.delete(instrument_code)
-        self.log.msg(
+        self.log.debug(
             "Deleted spreads for %s from %s" % (instrument_code, str(self)),
             instrument_code=instrument_code,
         )
@@ -48,7 +48,7 @@ def _add_spreads_without_checking_for_existing_entry(
         spreads_as_pd.columns = [SPREAD_COLUMN_NAME]
         spreads_as_pd = spreads_as_pd.astype(float)
         self.arctic.write(instrument_code, spreads_as_pd)
-        self.log.msg(
+        self.log.debug(
             "Wrote %s lines of spreads for %s to %s"
             % (len(spreads_as_pd), instrument_code, str(self)),
             instrument_code=instrument_code,

sysdata/config/configdata.py

@@ -229,7 +229,7 @@ def fill_with_defaults(self):
         """
         Fills with defaults - private stuff first, then defaults
         """
-        self.log.msg("Adding config defaults")
+        self.log.debug("Adding config defaults")
 
         self_as_dict = self.as_dict()
         defaults_dict = self.default_config_dict

sysdata/csv/csv_multiple_prices.py

@@ -73,7 +73,7 @@ def _add_multiple_prices_without_checking_for_existing_entry(
         filename = self._filename_given_instrument_code(instrument_code)
         multiple_price_data.to_csv(filename, index_label=DATE_INDEX_NAME)
 
-        self.log.msg(
+        self.log.debug(
             "Written multiple prices for %s to %s" % (instrument_code, filename),
             instrument_code=instrument_code,
         )

sysdata/csv/csv_roll_calendars.py

@@ -67,7 +67,7 @@ def _add_roll_calendar_without_checking_for_existing_entry(
     ):
         filename = self._filename_given_instrument_code(instrument_code)
         roll_calendar.to_csv(filename, index_label=DATE_INDEX_NAME)
-        self.log.msg("Wrote calendar for %s to %s" % (instrument_code, str(filename)))
+        self.log.debug("Wrote calendar for %s to %s" % (instrument_code, str(filename)))
 
     def _filename_given_instrument_code(self, instrument_code: str):
         return resolve_path_and_filename_for_package(

sysdata/csv/csv_spot_fx.py

@@ -115,7 +115,7 @@ def _add_fx_prices_without_checking_for_existing_entry(
             filename, index_label=date_column, date_format=date_format, header=True
         )
 
-        self.log.msg(
+        self.log.debug(
             "Wrote currency prices to %s for %s" % (filename, code),
             **{CURRENCY_CODE_LOG_LABEL: code},
         )

sysdata/futures/futures_per_contract_prices.py

@@ -356,7 +356,7 @@ def update_prices_at_frequency_for_contract(
         new_log = contract_object.log(self.log)
 
         if len(new_futures_per_contract_prices) == 0:
-            new_log.msg("No new data")
+            new_log.debug("No new data")
             return 0
 
         if frequency is MIXED_FREQ:
@@ -373,7 +373,7 @@ def update_prices_at_frequency_for_contract(
         )
 
         if merged_prices is SPIKE_IN_DATA:
-            new_log.msg(
+            new_log.debug(
                 "Price has moved too much - will need to manually check - no price update done"
             )
             return SPIKE_IN_DATA
@@ -387,10 +387,10 @@ def update_prices_at_frequency_for_contract(
 
         elif rows_added == 0:
             if len(old_prices) == 0:
-                new_log.msg("No existing or additional data")
+                new_log.debug("No existing or additional data")
                 return 0
             else:
-                new_log.msg("No additional data since %s " % str(old_prices.index[-1]))
+                new_log.debug("No additional data since %s " % str(old_prices.index[-1]))
             return 0
 
         # We have guaranteed no duplication
@@ -406,7 +406,7 @@ def update_prices_at_frequency_for_contract(
                 ignore_duplication=True,
             )
 
-        new_log.msg("Added %d additional rows of data" % rows_added)
+        new_log.debug("Added %d additional rows of data" % rows_added)
 
         return rows_added
 

sysdata/futures/instruments.py

@@ -50,7 +50,7 @@ def update_meta_data(self, instrument_code: str, meta_name: str, new_value):
             )
         setattr(existing_meta_data, meta_name, new_value)
         self.add_instrument_data(instrument_object, ignore_duplication=True)
-        self.log.msg(
+        self.log.debug(
             "Updated %s for %s from %s to %s"
             % (meta_name, instrument_code, existing_meta_data_value, new_value)
         )

sysdata/futures/roll_calendars.py

@@ -75,7 +75,7 @@ def add_roll_calendar(
             instrument_code, roll_calendar
         )
 
-        self.log.msg("Added roll calendar for instrument %s" % instrument_code)
+        self.log.debug("Added roll calendar for instrument %s" % instrument_code)
 
     def is_code_in_data(self, instrument_code: str) -> bool:
         if instrument_code in self.get_list_of_instruments():