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time.strptime() fails with non-UTF8 locales, *even when the input is
totally ASCII*.
>>> locale.setlocale(locale.LC_TIME, "fr_FR.ISO8859-15")
'fr_FR.ISO8859-15'
>>> time.strptime("2009-01-01", "%Y-%m-%d")
Traceback (most recent call last):
 File "<stdin>", line 1, in <module>
 File "/home/antoine/py3k/__svn__/Lib/_strptime.py", line 461, in
_strptime_time
 return _strptime(data_string, format)[0]
 File "/home/antoine/py3k/__svn__/Lib/_strptime.py", line 307, in _strptime
 _TimeRE_cache = TimeRE()
 File "/home/antoine/py3k/__svn__/Lib/_strptime.py", line 188, in __init__
 self.locale_time = LocaleTime()
 File "/home/antoine/py3k/__svn__/Lib/_strptime.py", line 72, in __init__
 self.__calc_month()
 File "/home/antoine/py3k/__svn__/Lib/_strptime.py", line 98, in
__calc_month
 a_month = [calendar.month_abbr[i].lower() for i in range(13)]
 File "/home/antoine/py3k/__svn__/Lib/_strptime.py", line 98, in <listcomp>
 a_month = [calendar.month_abbr[i].lower() for i in range(13)]
 File "/home/antoine/py3k/__svn__/Lib/calendar.py", line 60, in __getitem__
 return funcs(self.format)
UnicodeDecodeError: 'utf8' codec can't decode bytes in position 1-3:
invalid data

The reason for this is that the strftime() C lib API is used to build localized month names. With your setting, you'll get French Latin-1 month names and those cannot be coerced to UTF-8 due to the accented characters in them.
This works in Python 2.x since PyUnicode_FromString() et al. convert Latin-1 strings to Unicode.
Apparently, this was changed in Python 3.x without looking at the header file or looking at the Python 2.x implementation which mandate Latin-1 as input encoding. Even the Python 3.x header still says that PyUnicode_FromString() will convert from Latin-1 to Unicode.
No idea why time.strptime() even bothers with these month names, though, since neither the format string nor the string being parsed contains literal month names.

I'm unable to reproduce the error. I tried locales fr_FR.iso88591 and fr_FR.iso885915@euro (fr_FR@euro), but the example works correctly. Should the terminal use the specified locale? My terminal uses fr_FR.utF8 locale. Should set_locale() be called before loaded time and/or calendar module?

I can't reproduce this on Windows Vista with 3.1 or 3.2 despite trying several Western & Eastern European, Chinese & Japanese locales.

> I can't reproduce this on Windows ...
This issue is (was?) maybe specific to Linux.

Still a problem in 3.2.1 or 3.3?

I close the issue because I am unable to reproduce it.

Oh! I think that I understood the problem: if HAVE_WCSFTIME is not defined, timemodule.c uses strftime(), instead of wcsftime(), encode input format and decode the format. It uses UTF-8 to encode/decode, whereas the right encoding is the locale encoding. Attached patch should fix this issue.
@Antoine: Do you have any idea why HAVE_WCSFTIME was not defined?
wcsftime() is defined in <wchar.h> on Ubuntu. In configure, it is tested using AC_CHECK_FUNCS(wcsftime)

Well, it seems defined here:
$ grep HAVE_WCSFTIME pyconfig.h
1071:#define HAVE_WCSFTIME 1
> Attached patch should fix this issue.
I'm sorry, I can't test the patch, because my Linux distro (Mageia) doesn't have the "fr_FR.ISO8859-15" locale anymore :-(

New changeset 8620e6901e58 by Victor Stinner in branch '3.2':
Issue #5905: time.strftime() is now using the locale encoding, instead of
http://hg.python.org/cpython/rev/8620e6901e58
New changeset bee7694988a4 by Victor Stinner in branch 'default':
(Merge 3.2) Issue #5905: time.strftime() is now using the locale encoding,
http://hg.python.org/cpython/rev/bee7694988a4