title: Initialize object once in Tornado web server
body: <p>I am building a web server using Tornado 4.5.1 and Python 3.6.
  I want to initialize an object when starting the server and keep it available for the duration of the server run.</p>
  
  <p>From this question: 
  <a href="https://stackoverflow.com/questions/15199028/does-initialize-in-tornado-web-requesthandler-get-called-every-time-for-a-reques">Does initialize in tornado.web.RequestHandler get called every time for a request?</a>
  I understood that the initialize() functions inside RequestHandlers are called every time there is an HTTP request, and that to initialize once, I need to store this object inside the tornado.web.Application.</p>
  
  <p>My question is: How I add this object to Application initialization? Do I need to subclass tornado.web.Application? Or is there API enabling this?<br>
  I couldn't understand this from the <a href="http://www.tornadoweb.org/en/stable/" rel="nofollow noreferrer">Tornado documentation</a>.</p>