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Running the test suite with -Wd, we got the warning:
[247/375] test_warnings
Warning -- warnings.filters was modified by test_warnings
This is how to reproduce:
./python -Wd
import warnings
from test import support
saved = warnings.filters.copy()
c_warnings = support.import_fresh_module('warnings', fresh=['_warnings'])
saved == warnings.filters
# --> False

Much simpler:
$ ./python -Wd
import warnings
import sys
saved = warnings.filters.copy()
del sys.modules['warnings']
import warnings
assert warnings.filters != saved
assert warnings.filters.pop(0) = warnings.filters[0]
assert warnings.filters == saved
Explanation: the "default" filter is duplicated on each reload of the warnings module.

This patch fixes the issue.

LGTM

The patch fixes symptoms. It would be better to fix the cause of the issue -- warnings.filters shouldn't duplicate after module reloading.

The issue occurs only if C implementation of _warnings is available. It is caused by re-use of global filters variable from _warnings when warnings is being re-imported.
So warnings modifies _warnings.filters on first import. Then, when you import warnings again it uses already modified version of _warnings.filters and adds same filter for the second time.
I attach a simple patch that prevents duplicates in filters. I'm not sure if this is a best way to fix the problem, but it works. It certainly affects performance of filterwarnings(), but there shouldn't be a lot of filters anyway.
Making filters a set() will solve the problem also, but will require API changes. Although I didn't find anywhere in documentation that warnings.filters should be a list, someone might rely on its .append() method.

issue18383_remove_dups.patch looks good to me. A test would be nice.

When caller adds duplicate filter maybe we should promote his filter to the beginning of filters list? This feels more correct to me. So if user adds duplicate filter everything will work as if we added it.

I tried issue18383_remove_dups_and_test.patch, but it doesn’t seem to fix the problem, and causes new test failures and warnings. Let me know if you want more info. Existing messages that I thought this was meant to fix:
[372/393/5] test_warnings
/media/disk/home/proj/python/cpython/Lib/test/test_warnings.py:100: UserWarning: FilterTests.test_ignore_after_default
 self.module.warn(message, UserWarning)
/media/disk/home/proj/python/cpython/Lib/test/test_warnings.py:100: UserWarning: FilterTests.test_ignore_after_default
 self.module.warn(message, UserWarning)
Warning -- warnings.filters was modified by test_warnings
[. . .]
1 test altered the execution environment:
 test_warnings
Three new failures:
[ 12/393/1] test___all__
test test___all__ failed -- Traceback (most recent call last):
 File "/media/disk/home/proj/python/cpython/Lib/test/test___all__.py", line 105, in test_all
 self.check_all(modname)
 File "/media/disk/home/proj/python/cpython/Lib/test/test___all__.py", line 28, in check_all
 raise FailedImport(modname)
 File "/media/disk/home/proj/python/cpython/Lib/contextlib.py", line 66, in __exit__
 next(self.gen)
 File "/media/disk/home/proj/python/cpython/Lib/test/support/__init__.py", line 1124, in _filterwarnings
 raise AssertionError("unhandled warning %s" % reraise[0])
AssertionError: unhandled warning {message : DeprecationWarning('stat_float_times() is deprecated',), category : 'DeprecationWarning', filename : '/media/disk/home/proj/python/cpython/Lib/test/test_os.py', lineno : 75, line : None}
[. . .]
[147/393/3] test_global
test test_global failed -- multiple errors occurred; run in verbose mode for details
[. . .]
[240/393/5] test_pkgutil
test test_pkgutil failed -- Traceback (most recent call last):
 File "/media/disk/home/proj/python/cpython/Lib/test/test_pkgutil.py", line 327, in test_importer_deprecated
 x = pkgutil.ImpImporter("")
 File "/media/disk/home/proj/python/cpython/Lib/contextlib.py", line 66, in __exit__
 next(self.gen)
 File "/media/disk/home/proj/python/cpython/Lib/test/support/__init__.py", line 1124, in _filterwarnings
 raise AssertionError("unhandled warning %s" % reraise[0])
AssertionError: unhandled warning {message : PendingDeprecationWarning("the imp module is deprecated in favour of importlib; see the module's documentation for alternative uses",), category : 'PendingDeprecationWarning', filename : '/media/disk/home/proj/python/cpython/Lib/importlib/_bootstrap.py', lineno : 321, line : None}
[. . .]
5 tests failed:
 test___all__ test_distutils test_gdb test_global test_pkgutil
(Ignore distutils and GDB; they normally fail for me.) New warnings, though I suspect they may be a side effect and not entirely the fault of the patch:
[ 18/393/1] test_unittest
[163/393/4] test_imp
[169/393/4] test_importlib
[205/393/4] test_modulefinder
[220/393/4] test_os
[241/393/5] test_platform
[329/393/5] test_threaded_import
[354/393/5] test_unicode

So, there are actually two issues, both of them causing the original warning. 
First issue was pointed out by Florent Xicluna. warnings.filterwarnings() method can create duplicates in warnings.filters.
Second issue is that assertWarns() works incorrectly in test_warnings.py due to use of import_fresh_module(). This produced original warning even without -Wd flag.
I attached a patch that fixes both issues for review. It includes a fix of previous patch, so no new warnings are produced. But perhaps we should separate these issues and create two patches.

issue18383_assert_warns_and_dups.patch fixes all my new test suite complaints, and removes the message about altering warnings.filters.

Removed unnecessary assertWarns() contexts and fixed spelling errors.

*ping*

Please, review the patch.

FWIW there is a new message currently being triggered by test___all__. The patch here also stops this message.
$ hg update 4335d898be59
$ ./python -bWall -m test test___all__
[1/1] test___all__
Warning -- warnings.filters was modified by test___all__
1 test altered the execution environment:
 test___all__

Here is an updated patch (against 3.4 branch). I've just made some small cosmetic changes and split the test into two parts (filterwarnings and simplefilter). Patch looks reasonable to me, but it would be nice to get a second opinion.

Looking at this patch again, I'm wondering if it is correct to remove duplicate filter if append=True. Perhaps in this case it is more correct to leave the filter in place and do not append new one?

@ashkop so append=True could be clearer as 'atend=True' - both forms of call are expected to add the filter, but one adds to the front, one to the end.
Looking at warn_explicit, its takes the first matching filter, and then acts on its action.
So the following:
simplefilter("ignore")
simplefilter("error", append=True)
simplefilter("ignore", append=True)
will ignore all warnings today.
With this patch it will error on all warnings.
So at *best* I think this is a breaking API change.
Old:
>>> from warnings import simplefilter, warn
>>> simplefilter("ignore")
>>> simplefilter("error", append=True)
>>> simplefilter("ignore", append=True)
>>> warn("boo")
>>> 
With this patch:
>>> from warnings import simplefilter, warn
>>> simplefilter("ignore")
>>> simplefilter("error", append=True)
>>> simplefilter("ignore", append=True)
>>> warn("boo")
Traceback (most recent call last):
 File "<stdin>", line 1, in <module>
UserWarning: boo
>>> 
Now, perhaps its desirable to make this change. I haven't decided yet about the tastefulness of the new API, but if we do we're going to need docstring updates, and API doc changes to match it.
Since the goal here is to fix module reloads, I think the right way to do that is to only change the module initialisation code.
e.g. add an optional 'no_duplicate' parameter to simplefilter and use that from the module initialisation. Thats backwards compatible and opt-in. If we don't think it should be public, make it a _ prefixed parameter. I think it would be fine to be public though.

@rbcollins that is exactly what was trying to say in previous comment. We can make a change to current patch that won't affect behavior. In old API in this sequence of filters last filter was never used:
simplefilter("ignore")
simplefilter("error", append=True)
simplefilter("ignore", append=True) # never used
So I suggest that new patch should work like this:
simplefilter("error")
simplefilter("ignore", append=True) # appends new filter to the end
simplefilter("ignore")
simplefilter("error", append=True)
simplefilter("ignore", append=True) # does nothing since same filter is present.
This way filtering will work in the same way it worked before patch and we won't have duplicates.
I'll update the patch as soon as I will get to my computer.

This is updated patch that doesn't alter warn_explicit behavior.
So the following:
simplefilter("ignore")
simplefilter("error", append=True)
simplefilter("ignore", append=True)
will ignore all warnings with this patch and no duplicates are inserted to warnings.filters. Also added a test for that case.

Florent’s manual reproducer is fixed by issue18383_34_2.diff, as is test___all__. And I think the new logic for changing the priority of the filter entries might be sound now. But it does seem like we are adding unnecessary complexity to the implementation just to avoid a quirk of the test suite. Maybe it would be better to save and restore the original filters in the test suite, with a comment explaining why. Or perhaps set a _warnings._options_processed flag to prevent the double initialization?
FTR Alex already hinted at this, but I only now realize issue18383_assert_warns_and_dups_v2.patch contains extra fixes for assertWarns() that are only applicable to 3.5+. They are basically a followup of Issue 16382 and Issue 23027, rather than the original issue here, although the symptom is almost the same.

Revision c1396d28c440 looks like it may help. Possibly with the 3.5+ assertWarns() half of the problem; I’ll have to have a closer look later.

> Revision c1396d28c440 looks like it may help. Possibly with the 3.5+ assertWarns() half of the problem; I’ll have to have a closer look later.
Oh, I wasn't aware of this issue. Good to know that I contributed to it :-)

Okay so I take back my first proposal of restoring the filters in the test suite, which would bring us back to <https://bugs.python.org/issue18383#msg232451>.
Also, my second proposal of setting a flag doesn’t look so easy either. The "_warnings" C module caches the filters list in a static variable between module reloads, so it is not so easy to keep a flag recording whether the "warnings" Python module needs to initialize it. I started on a patch, but discovered I would have to make uncomfortable changes to the C module.
So unless anyone has any better ideas, I think Alex’s patch is as good and practical enough. And yes Victor’s change does fix the other half of the problem.

I am inclined to go with Alex’s patch. I am uploading a new version of it, issue18383_avoid_dups_3.diff, which resolves conflicts with recent changes.

Forgot to refresh my patch

LGTM

$ ./python -We::UserWarning -m test.regrtest test_warnings
Run tests sequentially
0:00:00 [1/1] test_warnings
/home/serhiy/py/cpython/Lib/test/test_warnings/__init__.py:108: UserWarning: FilterTests.test_ignore_after_default
 self.module.warn(message, UserWarning)
/home/serhiy/py/cpython/Lib/test/test_warnings/__init__.py:108: UserWarning: FilterTests.test_ignore_after_default
 self.module.warn(message, UserWarning)
test test_warnings failed -- multiple errors occurred; run in verbose mode for details
test_warnings failed
1 test failed:
 test_warnings
Total duration: 0:00:02

New patch with common _add_filters() function, and added resetwarnings() calls to avoid the conflict with pre-defined filters.

LGTM, except that initial_len is now always 0.

New changeset f57f4e33ba5e by Martin Panter in branch '3.5':
Issue #18383: Avoid adding duplicate filters when warnings is reloaded
https://hg.python.org/cpython/rev/f57f4e33ba5e
New changeset 90bb91be6f3b by Martin Panter in branch 'default':
Issue #18383: Merge warnings fix from 3.5
https://hg.python.org/cpython/rev/90bb91be6f3b 

I eliminated initial_len from my final version.

Note: My issue #26742 has been marked as a duplicate of this one.
I confirm that "./python -Wd -m test -j0 test_warnings" doesn't complain "1 test altered the execution environment: test_warnings" anymore. Thanks for the fix.

New changeset 5e8ef1493843 by Victor Stinner in branch '3.6':
Implement rich comparison for _sre.SRE_Pattern
https://hg.python.org/cpython/rev/5e8ef1493843