[201911] Initialize fan led in thermalctld for the first run (#186)

Backport PR #167 since there is no clean cherry-pick.

#### Description
Initialize fan led in thermalcltd for the first run. Add a flag "led_initialized" in FanStatus and set it as False on __init__ function. FanUpdater will use this flag to determine if fan led should be set even if no fan event detected.

sonic-thermalctld/scripts/thermalctld

@@ -60,6 +60,7 @@ class FanStatus(logger.Logger):
         self.under_speed = False
         self.over_speed = False
         self.invalid_direction = False
+        self.led_initialized = False
 
     def set_presence(self, presence):
         """
@@ -235,7 +236,7 @@ class FanUpdater(logger.Logger):
             fan_fault_status = try_get(fan.get_status, False)
             fan_direction = try_get(fan.get_direction)
 
-        set_led = False
+        set_led = not fan_status.led_initialized
         if fan_status.set_presence(presence):
             set_led = True
             self._log_on_status_changed(fan_status.presence,
@@ -299,15 +300,16 @@ class FanUpdater(logger.Logger):
         :return:
         """
         try:
-            if fan_status.is_ok():
-                fan.set_status_led(fan.STATUS_LED_COLOR_GREEN)
-            else:
-                # TODO: wait for Kebo to define the mapping of fan status to led color,
-                # just set it to red so far
-                fan.set_status_led(fan.STATUS_LED_COLOR_RED)
+            led_color = fan.STATUS_LED_COLOR_GREEN if fan_status.is_ok() else fan.STATUS_LED_COLOR_RED
+            fan.set_status_led(led_color)
         except NotImplementedError as e:
             self.log_warning('Failed to set led to fan, set_status_led not implemented')
 
+        # Set led_initialized to True even if there is NotImplementedError as it is not neccessary to 
+        # print the warning log again and again. But if there is other exception, we could not
+        # reach this line, and it will retry setting led color in the next run.
+        fan_status.led_initialized = True
+
     def _update_led_color(self):
         for fan_name, fan_status in self.fan_status_dict.items():
             try: