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on unix it does call msync however.
here is the relevant part from mmapmodule.c:
static void
mmap_object_dealloc(mmap_object *m_obj)
{
#ifdef MS_WINDOWS
	if (m_obj->data != NULL)
		UnmapViewOfFile (m_obj->data);
	if (m_obj->map_handle != INVALID_HANDLE_VALUE)
		CloseHandle (m_obj->map_handle);
	if (m_obj->file_handle != INVALID_HANDLE_VALUE)
		CloseHandle (m_obj->file_handle);
	if (m_obj->tagname)
		PyMem_Free(m_obj->tagname);
#endif /* MS_WINDOWS */
#ifdef UNIX
	if (m_obj->fd >= 0)
		(void) close(m_obj->fd);
	if (m_obj->data!=NULL) {
		msync(m_obj->data, m_obj->size, MS_SYNC);
		munmap(m_obj->data, m_obj->size);
	}
#endif /* UNIX */
	Py_TYPE(m_obj)->tp_free((PyObject*)m_obj);
}

The close method does not call msync or FlushViewOfFile.
I find this a bit strange cause explicitly closing the mmap will not
flush changes but relying on the garbage collector will flush changes.

Added the FlushViewOfFile calls, and an msync call to the close method. Not sure how to explicitly test this, if it's possible. Current tests pass on Windows, I'll need to check *NIX when I have the access later today.
As for justification, from the UnmapViewOfFile docs[1]: "To minimize the risk of data loss in the event of a power failure or a system crash, applications should explicitly flush modified pages using the FlushViewOfFile function."
[1] http://msdn.microsoft.com/en-us/library/aa366882%28VS.85%29.aspx 

tab/space issue, updated the patch

A test could explicitly close a dirtied mmaped file and then open() it to check that everything was written, no?

I don't think that calling msync() or FlushViewOfFile() when closing the mmap object or deallocating it is a good idea.
sync()ing dirtied pages to disk is very expensive, blocks the process for a long time, and the OS does a much better job at it (it can be done asynchronously, sync()ing can be grouped, re-ordered, etc).
For example, it took around 7 seconds to msync() a mmap-filed of 300Mb in a quick test I've done.
Furthermore, we don't do this for regular files: when a file object is closed or deallocated, we don't call fsync(), and the documentation makes it clear:
os.fsync(fd)
Force write of file with filedescriptor fd to disk. On Unix, this calls the native fsync() function; on Windows, the MS _commit() function.
If you’re starting with a Python file object f, first do f.flush(), and then do os.fsync(f.fileno()), to ensure that all internal buffers associated with f are written to disk. Availability: Unix, and Windows starting in 2.2.3.
The reason is the same: fsync(), like msync(), is not usually what you want, because of latencies and performance penalties it incurs.
Any application requiring the data to be actually written to disk _must_ call fsync() for file objects, and call the flush() method of mmap objects (which is done just for that reason).
So, for performance and consistency with files, I'd suggest to remove calls to msync() and FlushViewOfFile() from close() and dealloc().
If agreed, I can submit the patch.
> A test could explicitly close a dirtied mmaped file and then open()
> it to check that everything was written, no?
The problem is that when you open() your file, you'll read the data from cache. You have no way to read the data directly from disk (well, there may be, but are higly non portable, like O_DIRECT file or raw IO).
The only check that can be done is tracing the process and checking that msync() is indeed called.

Alright, the current behaviour is quite strange:
we don't call msync() when closing the object, we just unmap() it:
mmap_close_method(mmap_object *self, PyObject *unused)
{
[...]
#ifdef UNIX
 if (0 <= self->fd)
 (void) close(self->fd);
 self->fd = -1;
 if (self->data != NULL) {
 munmap(self->data, self->size);
 self->data = NULL;
 }
#endif
[...]
}
But we set self->data to NULL to avoid calling munmap() a second time when deallocating the object:
static void
mmap_object_dealloc(mmap_object *m_obj)
{
[ ... ]
#ifdef UNIX
 if (m_obj->fd >= 0)
 (void) close(m_obj->fd);
 if (m_obj->data!=NULL) {
 msync(m_obj->data, m_obj->size, MS_SYNC);
 munmap(m_obj->data, m_obj->size);
 }
#endif /* UNIX */
[ ...]
}
So, if the object has been closed properly before being deallocated, msync() is _not_ called.
But, if we don't close the object, then msync() is called.
The attached test script shows the _huge_ performance impact of msync:
when only close() is called (no msync()):
$ ./python /home/cf/test_mmap.py
0.35829615593
when both flush() and close() are called (msync() called):
$ ./python /home/cf/test_mmap.py
4.95999493599
when neither is called, relying on the deallocation (msync() called):
$ ./python /home/cf/test_mmap.py
4.8811671257
And a strace leaves no doubt (called 10 times in a loop) :
mmap2(NULL, 4096, PROT_READ|PROT_WRITE, MAP_PRIVATE|MAP_ANONYMOUS, -1, 0) = 0xb80b1000 <0.000019>
write(1, "4.12167286873\n"..., 144.12167286873
) = 14 <0.000012>
close(3) = 0 <0.000010>
munmap(0xb80b2000, 4096) = 0 <0.000023>
rt_sigaction(SIGINT, {SIG_DFL}, {0x811d630, [], 0}, 8) = 0 <0.000011>
close(5) = 0 <0.004889>
msync(0xb69f9000, 10000000, MS_SYNC) = 0 <0.584054>
munmap(0xb69f9000, 10000000) = 0 <0.000433>
See how expensive msync() is, and this is just for a 10MB file.
So the attached patch (mmap_msync.diff) removes the call to msync from mmap_object_dealloc(). Since UnmapViewOfFile() is only called inside flush() method, nothing to remove for MS Windows.
Here's the result of the same test script with the patch:
when only close() is called (no msync()):
$ ./python /home/cf/test_mmap.py
0.370584011078
when both flush() and close() are called (msync() called):
$ ./python /home/cf/test_mmap.py
4.97467517853
when neither is called, relying on the deallocation (msync() not called):
$ ./python /home/cf/test_mmap.py
0.390102148056
So we only get msync() latency when the user explicitely calls flush().

Any thoughts on this?

It's a pity that flush() is defined like this. Ideally, if mmap claims to mimick ordinary file objects, flush() should be a no-op() and there should be a separate sync() method.
On the other hand, your (Charles-François's) patch is already much better than the statu quo.
If nobody objects, I think it should be committed to 3.2. Whether or not we should be backport it to the stable branches is a bit more delicate, since it /could/ break badly written applications...
On a sidenote, the mmap object has received a *lot* less attention during the years than the other IO primitives (especially file objects in 3.x). It should probably only be used for specialized cases.

I notice that there's support in #678250 for making flush() a no-op.
We should still fix tp_dealloc anyway.

I think Antoine misinterpreted my message. I do think that flush should continue to msync, except in cases where there really is no underlying file to sync to. It may (or may not) be unfortunate that the method is called flush, but nothing is gained by renaming it.
I agree that calling msync on close/dealloc is not really necessary. The Windows version doesn't sync, either.

> I agree that calling msync on close/dealloc is not really necessary.
> The Windows version doesn't sync, either.
Ok, thank you. I committed the patch in r84950.