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Would it be a good idea to add macros to Python? This would allow developers to test a condition (such as, "is this code running on Linux?" or "is this Python version 3.6?"). Then, the compiled bytecode will already contain the needed code, as opposed to testing the conditions during each execution.

That particular use-case is easily handled by simply creating the correct function/method based on the criterion:
if py_ver < 3.6:
 def fribbletz():
 # do something in a 3.0-3.5 compatible way
else:
 def fribbletz():
 # otherwise use 3.6 methods
One possible up-side would by if macros were able to allow not erroring out when new syntax was used in the False branch; but really, we add new syntax so rarely even that is probably not worth it.

This is really python-ideas material: you'd need to give a *lot* more details about exactly what you mean by "macros".

Agreed, this is python-ideas material. The topic also came up in the past, and there are already threads where this has been discussed and even existing projects that implements macros.