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IDLE
Python 3.1 (r31:73574, Jun 26 2009, 20:21:35) [MSC v.1500 32 bit
(Intel)] on win32
>>> import sys
>>> sys.stdout.write('abc')
abc
whereas
Command Window
Python 3.1 (r31:73574, Jun 26 2009, 20:21:35) [MSC v.1500 32 bit
(Intel)] on win32
>>> import sys
>>> sys.stdout.write('abc')
abc3

sys.stdout is a idlelib.rpc.RPCProxy in IDLE. It calls Idlelib.PyShell.PseudoFile.write ->
.PyShell.write -> 
.OutputWindow.OutputWindow.write ->
.Percolator.Percolator.insert ->
...
I suppose we could mimic the return value patching PseudoFile.write (for educational purposes?).

Re-verified on 3.2.2, win 7.
#13532 shows a worse problem with sys.stdout.write on the above.

If you add "return len(s)" to PseudoFile::write in PyShell.py, then it will work. However, this approach may not be "the right thing to do."

Attached is a patch against 3.3 to return the count.

Reply to Roger's emailed answer to my Rietveld comment.
> On 07/11/2012 11:10 AM, storchaka@gmail.com wrote:
> > http://bugs.python.org/review/7163/diff/4367/Lib/idlelib/OutputWindow.py
> > File Lib/idlelib/OutputWindow.py (right):
> >
> > http://bugs.python.org/review/7163/diff/4367/Lib/idlelib/OutputWindow.py#newcode43
> > Lib/idlelib/OutputWindow.py:43: return len(s)
> > write() should return count of bytes if argument is bytes.
> Only strings should be passed into the write method in 3.3. The code 
> for decoding bytes is a historical artifact that should be removed. You 
> can witness this evolution by using hgtk datamine.
We can ask the author.
Martin, why OutputWindow.write accepts bytes in a724279fc931? Should it be deleted if it is deprecated artifact or should OutputWindow.write return bytes count for bytes if it will return character count for string?
> On 2.7, byte counts (AFAIK) are not returned for sys.stdout.write.
On Python2 sys.stdout.write does not returns any count.

> We can ask the author.
>
> Martin, why OutputWindow.write accepts bytes in a724279fc931?
That change was to add support for str8, a type that no longer exists.
> Should it be deleted if it is deprecated artifact or should 
> OutputWindow.write return bytes count for bytes if it will return 
> character count for string?
The general design guideline apparently is that sys.stdout in IDLE
should work the same as the interactive shell.
Since the interactive shell doesn't support bytes (and gives a TypeError),
so should IDLE.

> That change was to add support for str8, a type that no longer exists.
str8 was renamed to bytes in 0d462d789b18.
> The general design guideline apparently is that sys.stdout in IDLE
> should work the same as the interactive shell.
> 
> Since the interactive shell doesn't support bytes (and gives a TypeError),
> so should IDLE.
Now OutputWindow is not sys.stdout and sys.stdout has own argument
check. If someone uses OutputWindow directly (not sys.stdout) as output
_binary_ file (because OutputWindow supports binary output), then he
would be expected that write will return the number of written bytes.
Can we break those expectations?

New changeset f72965374b2a by Martin v. Löwis in branch '3.2':
Issue #7163: Propagate return value of sys.stdout.write.
http://hg.python.org/cpython/rev/f72965374b2a 

Thanks for the patch!