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Because unittest adds a `default` filter before tests run, other warnings filters are overridden if added before.
Ideally, unittest should not make the warnings less serious, e.g. if there is already an 'error' filter that raises exception, it shouldn't "downgrade" to 'default' that simply prints.
The following example, using lib.a_function() raises exception in a regular program, but the unit test passes:
$ cat lib.py
import warnings
class MyWarning(UserWarning):
 pass
warnings.filterwarnings('error', category=MyWarning)
def a_function():
 warnings.warn('Do not use.', MyWarning)
$ cat lib_test.py
import unittest
import lib
class TestLib(unittest.TestCase):
 def test_function(self):
 lib.a_function()
if __name__ == '__main__':
 unittest.main()
$ python -m unittest -v lib_test
test_function (lib_test.TestLib) ... lib.py:6: MyWarning: Do not use.
 warnings.warn('Do not use.', MyWarning)
ok
----------------------------------------------------------------------
Ran 1 test in 0.000s
OK
$ python
>>> import lib
>>> lib.a_function()
Traceback (most recent call last):
 File "<stdin>", line 1, in <module>
 File "lib.py", line 6, in a_function
 warnings.warn('Do not use.', MyWarning)
lib.MyWarning: Do not use.

Seems to be a duplicate of https://bugs.python.org/issue15626. See also https://bugs.python.org/issue31975 

Nick and/or Victor: should this be closed in favor of #15626? or should the latter be closed as mostly fixed, with this being left open as a followup?

Closing the old one as partially fixed, and linking here as a superseder makes sense to me, so I went ahead and did that.