Make a WordPress whole site private (require login)

functions.php

// Make site private
function make_wordpress_site_private(){
  global $wp;

  if (!is_user_logged_in() && $GLOBALS['pagenow'] !== 'wp-login.php'){
    wp_redirect(wp_login_url($wp -> request));
    exit;
  }
}

add_action('wp', 'make_wordpress_site_private');