Logging

The platform provides logging for both backtesting and live trading using a high-performance logging system implemented in Rust with a standardized facade from the log crate.

The core logger operates in a separate thread and uses a multi-producer single-consumer (MPSC) channel to receive log messages. This design ensures that the main thread remains performant, avoiding potential bottlenecks caused by log string formatting or file I/O operations.

Logging output is configurable and supports:

• stdout/stderr writer for console output
• file writer for persistent storage of logs

info

Infrastructure such as Vector can be integrated to collect and aggregate events within your system.

Configuration

Logging can be configured by importing the LoggingConfig object. By default, log events with an 'INFO' LogLevel and higher are written to stdout/stderr.

Log level (LogLevel) values include (and generally match Rusts tracing level filters):

• OFF
• DEBUG
• INFO
• WARNING or WARN
• ERROR

info

See the LoggingConfig API Reference for further details.

Logging can be configured in the following ways:

• Minimum LogLevel for stdout/stderr
• Minimum LogLevel for log files
• Automatic log file naming and daily rotation, or custom log file name
• Directory for writing log files
• Plain text or JSON log file formatting
• Filtering of individual components by log level
• ANSI colors in log lines
• Bypass logging entirely
• Print Rust config to stdout at initialization

Standard output logging

Log messages are written to the console via stdout/stderr writers. The minimum log level can be configured using the log_level parameter.

File logging

Log files are written to the current working directory with daily rotation (UTC) by default.

The default naming convention is as follows:

• Trader ID
• ISO 8601 datetime
• Instance ID
• The log format suffix

{trader_id}_{%Y-%m-%d}_{instance_id}.{log | json}`

e.g. TESTER-001_2023-03-23_635a4539-4fe2-4cb1-9be3-3079ba8d879e.json

You can specify a custom log directory path using the log_directory parameter and/or a custom log file basename using the log_file_name parameter. The log files will always be suffixed with '.log' for plain text, or '.json' for JSON (no need to include a suffix in file names).

If the log file already exists, it will be appended to.

Component log filtering

The log_component_levels parameter can be used to set log levels for each component individually. The input value should be a dictionary of component ID strings to log level strings: dict[str, str].

Below is an example of a trading node logging configuration that includes some of the options mentioned above:

from nautilus_trader.config import LoggingConfig
from nautilus_trader.config import TradingNodeConfig

config_node = TradingNodeConfig(
    trader_id="TESTER-001",
    logging=LoggingConfig(
        log_level="INFO",
        log_level_file="DEBUG",
        log_file_format="json",
        log_component_levels={ "Portfolio": "INFO" },
    ),
    ... # Omitted
)

For backtesting, the BacktestEngineConfig class can be used instead of TradingNodeConfig, as the same options are available.

Log Colors

ANSI color codes are utilized to enhance the readability of logs when viewed in a terminal. These color codes can make it easier to distinguish different parts of log messages. In environments that do not support ANSI color rendering (such as some cloud environments or text editors), these color codes may not be appropriate as they can appear as raw text.

To accommodate for such scenarios, the LoggingConfig.log_colors option can be set to false. Disabling log_colors will prevent the addition of ANSI color codes to the log messages, ensuring compatibility across different environments where color rendering is not supported.

Using a Logger directly

It's possible to use Logger objects directly, and these can be initialized anywhere (very similar to the Python built-in logging API).

If you aren't using an object which already initializes a NautilusKernel (and logging) such as BacktestEngine or TradingNode, then you can activate logging in the following way:

from nautilus_trader.common.component import init_logging
from nautilus_trader.common.component import Logger

log_guard = init_logging()
logger = Logger("MyLogger")

info

See the init_logging API Reference for further details.

warning

Only one logging system can be initialized per process with an init_logging call, and the LogGuard which is returned must be kept alive for the lifetime of the program.

LogGuard: Managing log lifecycle

The LogGuard ensures that the logging system remains active and operational throughout the lifecycle of a process. It prevents premature shutdown of the logging system when running multiple engines in the same process.

Why use LogGuard?

Without a LogGuard, any attempt to run sequential engines in the same process may result in errors such as:

Error sending log event: [INFO] ...

This occurs because the logging system's underlying channel and Rust Logger are closed when the first engine is disposed. As a result, subsequent engines lose access to the logging system, leading to these errors.

By leveraging a LogGuard, you can ensure robust logging behavior across multiple backtests or engine runs in the same process. The LogGuard retains the resources of the logging system and ensures that logs continue to function correctly, even as engines are disposed and initialized.

note

Using LogGuard is critical to maintain consistent logging behavior throughout a process with multiple engines.

Running multiple engines

The following example demonstrates how to use a LogGuard when running multiple engines sequentially in the same process:

log_guard = None  # Initialize LogGuard reference

for i in range(number_of_backtests):
    engine = setup_engine(...)

    # Assign reference to LogGuard
    if log_guard is None:
        log_guard = engine.get_log_guard()

    # Add actors and execute the engine
    actors = setup_actors(...)
    engine.add_actors(actors)
    engine.run()
    engine.dispose()  # Dispose safely

Steps

• Initialize LogGuard once: The LogGuard is obtained from the first engine (engine.get_log_guard()) and is retained throughout the process. This ensures that the logging system remains active.
• Dispose engines safely: Each engine is safely disposed of after its backtest completes, without affecting the logging system.
• Reuse LogGuard: The same LogGuard instance is reused for subsequent engines, preventing the logging system from shutting down prematurely.

Considerations

• Single LogGuard per process: Only one LogGuard can be used per process.
• Thread safety: The logging system, including LogGuard, is thread-safe, ensuring consistent behavior even in multi-threaded environments.
• Flush logs on termination: Always ensure that logs are properly flushed when the process terminates. The LogGuard automatically handles this as it goes out of scope.