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The attached test_cancel.py script prints the following error:
Exception in callback SubprocessStreamProtocol.process_exited()
handle: <Handle SubprocessStreamProtocol.process_exited() created at Lib/asyncio/base_subprocess.py:130>
source_traceback: Object created at (most recent call last):
 File "test_cancel.py", line 37, in <module>
 loop.run_until_complete(main_task)
 File "Lib/asyncio/base_events.py", line 286, in run_until_complete
 self.run_forever()
 File "Lib/asyncio/base_events.py", line 258, in run_forever
 self._run_once()
 File "Lib/asyncio/base_events.py", line 1102, in _run_once
 handle._run()
 File "Lib/asyncio/events.py", line 120, in _run
 self._callback(*self._args)
 File "Lib/asyncio/base_subprocess.py", line 146, in _process_exited
 self._call(self._protocol.process_exited)
 File "Lib/asyncio/base_subprocess.py", line 130, in _call
 self._loop.call_soon(cb, *data)
Traceback (most recent call last):
 File "Lib/asyncio/events.py", line 120, in _run
 self._callback(*self._args)
 File "Lib/asyncio/subprocess.py", line 99, in process_exited
 waiter.set_result(returncode)
 File "Lib/asyncio/futures.py", line 338, in set_result
 raise InvalidStateError('{}: {!r}'.format(self._state, self))
asyncio.futures.InvalidStateError: CANCELLED: <Future cancelled created at Lib/asyncio/subprocess.py:126>

The exception is not raised when loop.set_debug(False) on my linux box.
So I guess this may be not reproductible on all platforms.
The new attached test_cancel_2.py raises an exception while asyncio debug is false, by forcing one more iteration of the loop after the pending tasks list is empty.
Also with asyncio debug false and with test_cancel_2.py and after removing the last task from the initial tasks list (i.e. asyncio.Task(asyncio.sleep(10))):
 * with more_iterations = 2: the exception is raised, not often
 * with more_iterations = 3: the exception is raised, seemingly always
 * with more_iterations = 0: another exception, often;
 Exception ignored when trying to write to the signal wakeup fd:
 OSError: [Errno 9] Bad file descriptor

Oh no. My comment was not published, it was probably an issue with my unstable Internet connection.
Here is a patch fixing the issue with an unit test.
There is another call to Future.set_result() in subprocess.py not protected by an if in connection_made(). I don't know if it should be patched too or not.

The patch looks good, although the test feels overly complex (but maybe I'm missing something).
I'm okay with leaving the other unguarded set_result() call unchanged, but I'm also okay with putting "if not self.waiter.cancelled():" around it.

> I'm okay with leaving the other unguarded set_result() call unchanged, but I'm also okay with putting "if not self.waiter.cancelled():" around it.
While playing with asyncio to try to inject errors on this code path, I found even more severe issues: see the issue #23173 which proposes to fix them.

New changeset 7c9b9d2514bb by Victor Stinner in branch '3.4':
Issue #23140, asyncio: Fix cancellation of Process.wait(). Check the state of
https://hg.python.org/cpython/rev/7c9b9d2514bb 

New changeset 990ce80d8283 by Victor Stinner in branch '3.4':
Issue #23140, asyncio: Simplify the unit test
https://hg.python.org/cpython/rev/990ce80d8283 

Thanks Xavier for the bug report, it should now be fixed.
Sorry, I don't see any workaround right now (except of using the development version of Tulip).
> The patch looks good, although the test feels overly complex (but maybe I'm missing something).
Oh, I commited the change before seeing that you posted a review on Rietveld.
I modified the unit test to simplify it, the new code is enough to trigger the bug.

> Thanks Xavier for the bug report, it should now be fixed.
Works fine with me. Thanks for the patch.