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Currently the deprecation message is not so useful when fixing lots of files in a large project. For example, I have two files foo.py and bar.py:
# foo.py
import bar
# bar.py
print('\d')
It gives:
$ python3.6 -W error foo.py
Traceback (most recent call last):
 File "foo.py", line 1, in <module>
 import bar
DeprecationWarning: invalid escape sequence '\d'
Things are worse when __import__, imp or importlib are involved. I have to add some codes to show which module is imported.
It would be better to have at least filenames and line numbers:
$ ./python -W error foo.py
Traceback (most recent call last):
 File "foo.py", line 1, in <module>
 import bar
 File "/home/yen/Projects/cpython/build/bar.py", line 1
 print('\d')
 ^
SyntaxError: (deprecated usage) invalid escape sequence '\d'
I have a naive try that prints more information. Raising SyntaxError may not be a good idea, anyway.