Hi,
I log debug messages in zipline using standard Python logger with FlightlogHandler. logger is instantiated in initialize routine and saved in context variable for later reuse in other routines:
def initialize(context):
context.logger = logging.getLogger('tlaq_zl')
context.logger.setLevel(log_level)
handler = FlightlogHandler(background=False)
context.logger.addHandler(handler)
.....
Everything works fine in backtest mode, but in live trading logging messages are generated only from initialize routine. Other routines (rebalance, etc) do not generate any logs. Probably when logger instance is saved to file to pass context between separate runs it's not recovered correctly. So I have to reinstantiate logger instance in every routine that requires logging ((
Any ideas?