File Logging

[maxholloway]

File Logging

Interface-changing Proposal

Add an option to StrategyOptions to which logs should be written.

Motivation

If we do anything more complicated than running from command-line, the console printing doesn't make much sense. Also, there is a performance hit when we run make calls to the console, whereas writing logs to a file is much less expensive.

Implementation

1. Add option to StrategyOptions called logfilepath.
2. Add an if-else block to log that will decide how to output the statement, given the attribute in strat.options.logfilepath, then perform the desired output action.

Side thoughts

It will be worthwhile to check how costly this operation is in practice. If it severely slows down the backtest, we can add logic to batch-write the logging messages (either when the backlog gets to a certain size, or when the backtest is finished running). 😸