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Event Logging Format

One way to implement event logging for applications and libraries is using library python-logging. How can we use the logging library in our algorithms and how can we use function Log to do this following python-logging library format?

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self.Log, self.Debug and self.Error are the three methods built in QCAlgorithm to assist in sending/saving messages regarding the algorithms. With regards to using log following python-logging format, Log's only implementation is self.Log(_message_). This means that in order to determine event logging it would be easiest to add the event name in the message along with the actual message. Since LEAN takes out a lot of the complexity during algorithm building, these string messages should suffice for a majority of cases. 

You can request new libraries to be added to QuantConnect, but they must be white listed first.

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