Force colored output for ninja build. (#5959)

CMakeLists.txt

@@ -32,6 +32,7 @@ option(R_LIB "Build shared library for R package" OFF)
 ## Dev
 option(USE_DEBUG_OUTPUT "Dump internal training results like gradients and predictions to stdout.
 Should only be used for debugging." OFF)
+option(FORCE_COLORED_OUTPUT "Force colored output from compilers, useful when ninja is used instead of make." OFF)
 option(ENABLE_ALL_WARNINGS "Enable all compiler warnings. Only effective for GCC/Clang" OFF)
 option(GOOGLE_TEST "Build google tests" OFF)
 option(USE_DMLC_GTEST "Use google tests bundled with dmlc-core submodule" OFF)
@@ -107,6 +108,12 @@ if (USE_CUDA)
   message(STATUS "CUDA GEN_CODE: ${GEN_CODE}")
 endif (USE_CUDA)
 
+if (FORCE_COLORED_OUTPUT AND (CMAKE_GENERATOR STREQUAL "Ninja") AND
+    ((CMAKE_CXX_COMPILER_ID STREQUAL "GNU") OR
+      (CMAKE_CXX_COMPILER_ID STREQUAL "Clang")))
+  set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -fdiagnostics-color=always")
+endif()
+
 find_package(Threads REQUIRED)
 
 if (USE_OPENMP)