Sadly applications using youtube-dl's python sources can't directly
access it's log stream. It's pretty much limited to stdout and stderr
only.
It should log to logging.Logger instance passed to YoutubeDL's params
dictionary.
This is the first step towards being able to just import youtube_dl and start using it.
Apart from removing global state, this would fix problems like #1805.
The youtube test video failed with `UnicodeDecodeError: 'ascii' codec can't decode byte 0xc3 in position 34: ordinal not in range(128)`, the problem was with the filenames being encoded.