cli: Use correct color codes on Windows

Fix #1698

dvc/logger.py

@@ -203,16 +203,16 @@ def colorize(message, color=None):
     )
 
 
-def _init_colorama():
-    colorama.init()
-
-
 def set_default_level():
     """Sets default log level."""
     logger.setLevel(logging.INFO)
 
 
 def _add_handlers():
+    # NOTE: We need to initialize colorama before setting the stream handlers
+    #       so it can wrap stdout/stderr and convert color codes to Windows.
+    colorama.init()
+
     formatter = "%(message)s"
 
     class _LogLevelFilter(logging.Filter):
@@ -309,4 +309,3 @@ logger = logging.getLogger("dvc")  # pylint: disable=invalid-name
 
 set_default_level()
 _add_handlers()
-_init_colorama()