Calling datadog.initialize >1 times can be destructive

[thundergolfer]

Given the current behaviour of datadog.initialize, there's potential for a subsequent call to it to wipe out previous API config, which I think is unnecessary and could create annoying bugs.

If I do:

import datadog

API_KEY="thisisakey"
datadog.initialize(api_key=API_KEY)

...
# some other code somewhere later
datadog.initialize(statsd_host=os.environ.get("DOGSTATSD_HOST_IP", "localhost"))

My api_key will no longer be set because of this code -> https://github.com/DataDog/datadogpy/blob/master/datadog/__init__.py#L73

I think it would be quite straightforward to change the above code to first check if _api_key is already set, and not override it with the os.environ.get call. Then datadog.intialize would be more predictable :).

More broadly, I think the mutable state in datadog.api and datadog.statsd makes initilization/config management harder to manager.

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Sidenote: I think this issue is expressing related concerns about datadog.initialize #347