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I think there was a default log file, but I didn't find it yet.
Sometimes the HTTP request process would throw an exception on the screen, but I suggest it also goes somewhere on the disk or I wouldn't know what was wrong during a long run test.
P.S.: write an exception handler is another topic; first I'd like to know my question's answer.
I found something here: https://groups.google.com/forum/?fromgroups=#!topic/python-tornado/px4R8Tkfa9c
But it also didn't mention where can I find those log.