In issue27364, invalid escape sequences in string literals are deprecated. Currently the deprecation message is not so useful when fixing lots of files in one or more large projects. 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'

My idea is that the warning message can be improved to provide more information. In http://bugs.python.org/issue27364#msg269373 it's proposed to let a linter check such misuses. It's useful within a single project. For a project that depends on lots of external projects, a linter is not enough. Things are worse when __import__, imp or importlib are involved, or sys.path is modified. I have to either add some codes or use a debugger to show which module is imported.

For above reasons, I propose to add at least the filename and the line number to the warning message. For example:

$ ./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'

With that I can know which file or project I should blame.

Added some of reviewers from issue27364 to nosy list.