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In the official tutorial in the "User-defined Exceptions" section (https://docs.python.org/3.5/tutorial/errors.html#user-defined-exceptions) there's a note about a user-defined Exception subclass as follows:
"In this example, the default __init__() of Exception has been overridden. The new behavior simply creates the value attribute. This replaces the default behavior of creating the args attribute."
That last sentence is wrong: it used to be that way (it is in Python 2.x and I believe in Python pre 3.2), but now the implementation of BaseException.__new__ now sets args, so even when you override __init__ and don't call super() args is set. I think that's what you want, so I'm putting this down to a documentation bug. I think the sentence "This replaces the default behavior of creating the args attribute." should simply be removed (BaseException.__init__ basically does nothing now).
This change happened for Python 3.3 and was backported to Python 3.2. See also:
* The relevant part of BaseException.__new__ in the CPython codebase: https://github.com/python/cpython/blob/601ee5fab5df81a25611da0667030de531c1cda9/Objects/exceptions.c#L44-L48
* The issue where this behaviour was changed: http://bugs.python.org/issue1692335
* The commit where it was changed: https://hg.python.org/cpython/rev/68e2690a471d (on GitHub at https://github.com/python/cpython/commit/a71a87e695b05a67bd22c6ac74311b1f56f3932e)
* You can repro this and confirm that "args" is definitely set with the attached script:
$ python exception_args_test.py 
sys.version_info(major=3, minor=5, micro=2, releaselevel='final', serial=0)
Error args: ('error!',)

Note that I added the committers from issue 1692335 to the Nosy List -- probably overzealous and probably not the folks who maintain the docs, but oh well. :-)

Thank you for your detailed report! Would you like to propose a patch?
This behavior is already tested in testAttributes in Lib/test/test_exceptions.py so we just need a documentation patch.

Okay, patch attached -- I think it's best to simply remove that sentence.
Side note: this is why GitHub is so good -- click edit, remove the sentence, click create pull request (approx time 30 seconds). I've got a new machine since I last did Python development, so to create an actual patch I needed to: download Mercurial, clone the repo, install Sphinx, edit the file, build the docs, create the patch (approx time 30 minutes). On the positive side, each of those steps was painless and trouble-free. :-)

Thanks for noticing this. It looks like this particular example is now pointless and should be removed. The subsequent examples do a much better job of showing typical practices.

Removing that whole example sounds good to me, thanks.

New changeset 6fdd29a9d5d4 by Raymond Hettinger in branch '3.5':
Issue 27719: Remove a doc example that is not applicable in Python 3
https://hg.python.org/cpython/rev/6fdd29a9d5d4