Drupal 8

drupal8.php

<?php 
// Make sure we are not on the user login route.
if (\Drupal::routeMatch()->getRouteName() == 'user.login') {
  return;
}

// Check if the current user is logged in.
if (\Drupal::currentUser()->isAnonymous()) {
  return;
}
// Redirect to user/login page
namespace Drupal\mymodule\EventSubscriber;

use Drupal\Core\Url;
use Symfony\Component\EventDispatcher\EventSubscriberInterface;
use Symfony\Component\HttpFoundation\RedirectResponse;
use Symfony\Component\HttpKernel\Event\GetResponseEvent;
use Symfony\Component\HttpKernel\KernelEvents;

class RequestSubscriber implements EventSubscriberInterface {
 // .... 
$url = Url::fromRoute('user.login')->toString();
$redirect = new RedirectResponse($url);
// Set the redirect response on the event, cancelling default response.
$event->setResponse($redirect);
}