logtoscreen() -> get_logger()

nullLog() -> get_logger()
logToFile() -> get_logger()

docs/data.md

@@ -1070,7 +1070,7 @@ from sysdata.csv.csv_spot_fx import csvFxPricesData
 
 class dbFuturesSimData2(genericBlobUsingFuturesSimData):
     def __init__(self, data: dataBlob = arg_not_supplied,
-                 log =logtoscreen("dbFuturesSimData")):
+                 log =get_logger("dbFuturesSimData")):
 
         if data is arg_not_supplied:
             data = dataBlob(log = log,

examples/logging/poc.py

@@ -97,12 +97,5 @@
 keep_type = keep_type.setup_empty_except_keep_type()
 keep_type.info("type first, no stage")
 
-# alias logtoscreen
-screen_name = logtoscreen("logtoscreen")
-screen_name.info("logtoscreen() is a temporary alias for get_logger()")
-
-screen_attrs = logtoscreen(**{TYPE_LOG_LABEL: "config", STAGE_LOG_LABEL: "config"})
-screen_attrs.info("logtoscreen() with attributes is a temporary alias for get_logger()")
-
 # critical mail
 level.critical("sends mail")

examples/production/example_of_custom_run_system.py

@@ -36,7 +36,7 @@ def system_method(
 def production_carry_trend_dynamic_system(
     data: dataBlob,
     config_filename: str,
-    log=logtoscreen("futures_system"),
+    log=get_logger("futures_system"),
     notional_trading_capital: float = arg_not_supplied,
     base_currency: str = arg_not_supplied,
 ) -> System:

sysbrokers/IB/client/ib_client.py

@@ -65,7 +65,7 @@ class ibClient(object):
     """
 
     def __init__(
-        self, ibconnection: connectionIB, log: pst_logger = logtoscreen("ibClient")
+        self, ibconnection: connectionIB, log: pst_logger = get_logger("ibClient")
     ):
 
         # means our first call won't be throttled for pacing

sysbrokers/IB/client/ib_client_id.py

@@ -14,7 +14,7 @@ class ibBrokerClientIdData(brokerClientIdData):
     def __init__(
         self,
         idoffset=arg_not_supplied,
-        log=logtoscreen("brokerClientIdTracker"),
+        log=get_logger("brokerClientIdTracker"),
     ):
         if idoffset is arg_not_supplied:
             _notused_ipaddress, _notused_port, idoffset = ib_defaults()

sysbrokers/IB/client/ib_price_client.py

@@ -325,7 +325,7 @@ def _get_barsize_and_duration_from_frequency(bar_freq: Frequency) -> (str, str):
 
 
 def _avoid_pacing_violation(
-    last_call_datetime: datetime.datetime, log: pst_logger = logtoscreen("")
+    last_call_datetime: datetime.datetime, log: pst_logger = get_logger("")
 ):
     printed_warning_already = False
     while _pause_for_pacing(last_call_datetime):

sysbrokers/IB/config/ib_instrument_config.py

@@ -22,7 +22,7 @@ class IBconfig(pd.DataFrame):
 )
 
 
-def read_ib_config_from_file(log: pst_logger = logtoscreen("")) -> IBconfig:
+def read_ib_config_from_file(log: pst_logger = get_logger("")) -> IBconfig:
     try:
         df = pd.read_csv(IB_FUTURES_CONFIG_FILE)
     except Exception as e:
@@ -33,7 +33,7 @@ def read_ib_config_from_file(log: pst_logger = logtoscreen("")) -> IBconfig:
 
 
 def get_instrument_object_from_config(
-    instrument_code: str, config: IBconfig = None, log: pst_logger = logtoscreen("")
+    instrument_code: str, config: IBconfig = None, log: pst_logger = get_logger("")
 ) -> futuresInstrumentWithIBConfigData:
 
     new_log = log.setup(instrument_code=instrument_code)
@@ -111,7 +111,7 @@ class IBInstrumentIdentity:
 def get_instrument_code_from_broker_instrument_identity(
     config: IBconfig,
     ib_instrument_identity: IBInstrumentIdentity,
-    log: pst_logger = logtoscreen(""),
+    log: pst_logger = get_logger(""),
 ) -> str:
 
     ib_code = ib_instrument_identity.ib_code

sysbrokers/IB/ib_Fx_prices_data.py

@@ -15,7 +15,7 @@
 
 
 class ibFxPricesData(brokerFxPricesData):
-    def __init__(self, ibconnection, data: dataBlob, log=logtoscreen("ibFxPricesData")):
+    def __init__(self, ibconnection, data: dataBlob, log=get_logger("ibFxPricesData")):
         super().__init__(log=log, data=data)
         self._ibconnection = ibconnection
         self._dataBlob = data

sysbrokers/IB/ib_capital_data.py

@@ -14,7 +14,7 @@ def __init__(
         self,
         ibconnection: connectionIB,
         data: dataBlob,
-        log: pst_logger = logtoscreen("ibCapitalData"),
+        log: pst_logger = get_logger("ibCapitalData"),
     ):
         super().__init__(log=log, data=data)
         self._ibconnection = ibconnection

sysbrokers/IB/ib_connection.py

@@ -28,7 +28,7 @@ def __init__(
         ib_ipaddress: str = arg_not_supplied,
         ib_port: int = arg_not_supplied,
         account: str = arg_not_supplied,
-        log: pst_logger = logtoscreen("connectionIB"),
+        log: pst_logger = get_logger("connectionIB"),
     ):
         """
         :param client_id: client id

sysbrokers/IB/ib_contract_position_data.py

@@ -18,7 +18,7 @@ def __init__(
         self,
         ibconnection: connectionIB,
         data: dataBlob,
-        log=logtoscreen("ibContractPositionData"),
+        log=get_logger("ibContractPositionData"),
     ):
         super().__init__(log=log, data=data)
         self._ibconnection = ibconnection

sysbrokers/IB/ib_futures_contract_price_data.py

@@ -77,7 +77,7 @@ def __init__(
         self,
         ibconnection: connectionIB,
         data: dataBlob,
-        log=logtoscreen("ibFuturesContractPriceData"),
+        log=get_logger("ibFuturesContractPriceData"),
     ):
         super().__init__(log=log, data=data)
         self._ibconnection = ibconnection

sysbrokers/IB/ib_futures_contracts_data.py

@@ -28,7 +28,7 @@ def __init__(
         self,
         ibconnection: connectionIB,
         data: dataBlob,
-        log=logtoscreen("ibFuturesContractData"),
+        log=get_logger("ibFuturesContractData"),
     ):
         super().__init__(log=log, data=data)
         self._ibconnection = ibconnection

sysbrokers/IB/ib_fx_handling.py

@@ -13,7 +13,7 @@ def __init__(
         self,
         ibconnection: connectionIB,
         data: dataBlob,
-        log=logtoscreen("ibFXHandlingData"),
+        log=get_logger("ibFXHandlingData"),
     ):
         super().__init__(log=log, data=data)
         self._ibconnection = ibconnection

sysbrokers/IB/ib_instruments_data.py

@@ -24,7 +24,7 @@ def __init__(
         self,
         ibconnection: connectionIB,
         data: dataBlob,
-        log=logtoscreen("ibFuturesInstrumentData"),
+        log=get_logger("ibFuturesInstrumentData"),
     ):
         super().__init__(log=log, data=data)
         self._ibconnection = ibconnection

sysbrokers/IB/ib_orders.py

@@ -96,7 +96,7 @@ def __init__(
         self,
         ibconnection: connectionIB,
         data: dataBlob,
-        log=logtoscreen("ibExecutionStackData"),
+        log=get_logger("ibExecutionStackData"),
     ):
         super().__init__(log=log, data=data)
         self._ibconnection = ibconnection

sysbrokers/IB/ib_static_data.py

@@ -10,7 +10,7 @@ def __init__(
         self,
         ibconnection: connectionIB,
         data: dataBlob,
-        log=logtoscreen("ibStaticData"),
+        log=get_logger("ibStaticData"),
     ):
         super().__init__(log=log, data=data)
         self._ibconnection = ibconnection

sysbrokers/broker_capital_data.py

@@ -9,7 +9,7 @@
 
 class brokerCapitalData(capitalData):
     def __init__(
-        self, data: dataBlob, log: pst_logger = logtoscreen("brokerCapitalData")
+        self, data: dataBlob, log: pst_logger = get_logger("brokerCapitalData")
     ):
 
         super().__init__(log=log)

sysbrokers/broker_contract_position_data.py

@@ -9,7 +9,7 @@
 
 class brokerContractPositionData(contractPositionData):
     def __init__(
-        self, data: dataBlob, log=logtoscreen("brokerFuturesContractPriceData")
+        self, data: dataBlob, log=get_logger("brokerFuturesContractPriceData")
     ):
         super().__init__(log=log)
         self._data = data

sysbrokers/broker_execution_stack.py

@@ -12,7 +12,7 @@
 
 
 class brokerExecutionStackData(brokerOrderStackData):
-    def __init__(self, data: dataBlob, log=logtoscreen("brokerExecutionStackData")):
+    def __init__(self, data: dataBlob, log=get_logger("brokerExecutionStackData")):
         super().__init__(log=log)
         self._data = data
 

sysbrokers/broker_futures_contract_data.py

@@ -9,7 +9,7 @@
 
 
 class brokerFuturesContractData(futuresContractData):
-    def __init__(self, data: dataBlob, log=logtoscreen("brokerFuturesContractData")):
+    def __init__(self, data: dataBlob, log=get_logger("brokerFuturesContractData")):
         super().__init__(log=log)
         self._data = data
 

sysbrokers/broker_futures_contract_price_data.py

@@ -25,7 +25,7 @@ class brokerFuturesContractPriceData(futuresContractPriceData):
     """
 
     def __init__(
-        self, data: dataBlob, log=logtoscreen("brokerFuturesContractPriceData")
+        self, data: dataBlob, log=get_logger("brokerFuturesContractPriceData")
     ):
         super().__init__(log=log)
         self._data = data

sysbrokers/broker_fx_handling.py

@@ -8,7 +8,7 @@
 
 ### generic base class for FX handling
 class brokerFxHandlingData(baseData):
-    def __init__(self, data: dataBlob, log=logtoscreen("brokerFXHandlingData")):
+    def __init__(self, data: dataBlob, log=get_logger("brokerFXHandlingData")):
         super().__init__(log=log)
         self._data = data
 

sysbrokers/broker_fx_prices_data.py

@@ -5,7 +5,7 @@
 
 
 class brokerFxPricesData(fxPricesData):
-    def __init__(self, data: dataBlob, log=logtoscreen("brokerFxPricesData")):
+    def __init__(self, data: dataBlob, log=get_logger("brokerFxPricesData")):
         super().__init__(log=log)
         self._data = data
 

sysbrokers/broker_instrument_data.py

@@ -13,7 +13,7 @@ class brokerFuturesInstrumentData(futuresInstrumentData):
 
     """
 
-    def __init__(self, data: dataBlob, log=logtoscreen("brokerFuturesInstrumentData")):
+    def __init__(self, data: dataBlob, log=get_logger("brokerFuturesInstrumentData")):
         super().__init__(log=log)
         self._data = data
 

sysbrokers/broker_static_data.py

@@ -4,7 +4,7 @@
 
 
 class brokerStaticData(baseData):
-    def __init__(self, data: dataBlob, log=logtoscreen("brokerStaticData")):
+    def __init__(self, data: dataBlob, log=get_logger("brokerStaticData")):
         super().__init__(log=log)
         self._data = data
 

syscontrol/report_process_status.py

@@ -12,7 +12,7 @@ class reportStatus(object):
     ## Report on status when waiting and paused, ensures we don't spam the log
     def __init__(self, log: pst_logger = arg_not_supplied):
         if log is arg_not_supplied:
-            log = logtoscreen("")
+            log = get_logger("")
         self._log = log
 
     @property

syscontrol/timer_functions.py

@@ -20,7 +20,7 @@ def __init__(
         function_to_execute,
         data: dataBlob,
         parameters: timerClassParameters,
-        log=logtoscreen(""),
+        log=get_logger(""),
     ):
 
         self._function = function_to_execute  # class.method to run

sysdata/arctic/arctic_adjusted_prices.py

@@ -14,7 +14,7 @@ class arcticFuturesAdjustedPricesData(futuresAdjustedPricesData):
     Class to read / write multiple futures price data to and from arctic
     """
 
-    def __init__(self, mongo_db=None, log=logtoscreen("arcticFuturesAdjustedPrices")):
+    def __init__(self, mongo_db=None, log=get_logger("arcticFuturesAdjustedPrices")):
 
         super().__init__(log=log)
 

sysdata/arctic/arctic_capital.py

@@ -13,7 +13,7 @@ class arcticCapitalData(capitalData):
     Class to read / write multiple total capital data to and from arctic
     """
 
-    def __init__(self, mongo_db=None, log=logtoscreen("arcticCapitalData")):
+    def __init__(self, mongo_db=None, log=get_logger("arcticCapitalData")):
 
         super().__init__(log=log)
 

sysdata/arctic/arctic_futures_per_contract_prices.py

@@ -24,9 +24,7 @@ class arcticFuturesContractPriceData(futuresContractPriceData):
     Class to read / write futures price data to and from arctic
     """
 
-    def __init__(
-        self, mongo_db=None, log=logtoscreen("arcticFuturesContractPriceData")
-    ):
+    def __init__(self, mongo_db=None, log=get_logger("arcticFuturesContractPriceData")):
 
         super().__init__(log=log)
 

sysdata/arctic/arctic_historic_contract_positions.py

@@ -13,7 +13,7 @@
 
 
 class arcticContractPositionData(contractPositionData):
-    def __init__(self, mongo_db=None, log=logtoscreen("arcticContractPositionData")):
+    def __init__(self, mongo_db=None, log=get_logger("arcticContractPositionData")):
 
         super().__init__(log=log)
 

sysdata/arctic/arctic_historic_strategy_positions.py

@@ -15,7 +15,7 @@
 
 
 class arcticStrategyPositionData(strategyPositionData):
-    def __init__(self, mongo_db=None, log=logtoscreen("arcticStrategyPositionData")):
+    def __init__(self, mongo_db=None, log=get_logger("arcticStrategyPositionData")):
 
         super().__init__(log=log)
 

sysdata/arctic/arctic_multiple_prices.py

@@ -23,7 +23,7 @@ class arcticFuturesMultiplePricesData(futuresMultiplePricesData):
     """
 
     def __init__(
-        self, mongo_db=None, log=logtoscreen("arcticFuturesMultiplePricesData")
+        self, mongo_db=None, log=get_logger("arcticFuturesMultiplePricesData")
     ):
 
         super().__init__(log=log)

sysdata/arctic/arctic_optimal_positions.py

@@ -20,7 +20,7 @@
 
 
 class arcticOptimalPositionData(optimalPositionData):
-    def __init__(self, mongo_db=None, log=logtoscreen("arcticOptimalPositionData")):
+    def __init__(self, mongo_db=None, log=get_logger("arcticOptimalPositionData")):
 
         super().__init__(log=log)
 

sysdata/arctic/arctic_spotfx_prices.py

@@ -12,7 +12,7 @@ class arcticFxPricesData(fxPricesData):
     Class to read / write fx prices
     """
 
-    def __init__(self, mongo_db=None, log=logtoscreen("arcticFxPricesData")):
+    def __init__(self, mongo_db=None, log=get_logger("arcticFxPricesData")):
 
         super().__init__(log=log)
         self._arctic = arcticData(SPOTFX_COLLECTION, mongo_db=mongo_db)

sysdata/arctic/arctic_spreads.py

@@ -9,7 +9,7 @@
 
 
 class arcticSpreadsForInstrumentData(spreadsForInstrumentData):
-    def __init__(self, mongo_db=None, log=logtoscreen("arcticSpreadsForInstrument")):
+    def __init__(self, mongo_db=None, log=get_logger("arcticSpreadsForInstrument")):
 
         super().__init__(log=log)
 

sysdata/base_data.py

@@ -22,7 +22,7 @@ class baseData(object):
 
     """
 
-    def __init__(self, log=logtoscreen("baseData")):
+    def __init__(self, log=get_logger("baseData")):
         """
         simData socket base class
 

sysdata/config/configdata.py

@@ -75,7 +75,9 @@ def __init__(
         """
 
         # this will normally be overriden by the base system
-        self.log = logtoscreen(**{TYPE_LOG_LABEL: "config", STAGE_LOG_LABEL: "config"})
+        self.log = get_logger(
+            "config", {TYPE_LOG_LABEL: "config", STAGE_LOG_LABEL: "config"}
+        )
 
         self._default_filename = default_filename
         self._private_filename = private_filename

sysdata/csv/csv_adjusted_prices.py

@@ -21,7 +21,7 @@ class csvFuturesAdjustedPricesData(futuresAdjustedPricesData):
     """
 
     def __init__(
-        self, datapath=arg_not_supplied, log=logtoscreen("csvFuturesContractPriceData")
+        self, datapath=arg_not_supplied, log=get_logger("csvFuturesContractPriceData")
     ):
 
         super().__init__(log=log)

sysdata/csv/csv_capital_data.py

@@ -10,7 +10,7 @@
 
 
 class csvCapitalData(capitalData):
-    def __init__(self, datapath=arg_not_supplied, log=logtoscreen("csvCapitalData")):
+    def __init__(self, datapath=arg_not_supplied, log=get_logger("csvCapitalData")):
 
         super().__init__(log=log)