About MSVC compiler:

https://msdn.microsoft.com/en-us/library/044swk7y.aspx
https://msdn.microsoft.com/en-us/library/2c8f766e.aspx
https://msdn.microsoft.com/en-us/library/d9x1s805.aspx

So both:

#pragma warning(push)
#pragma warning(disable: 4996)
/* Some code */
#pragma warning(pop)

And:

__pragma(warning(push))
__pragma(warning(disable: 4996))
/* Some code */
__pragma(warning(pop))

Would generally work, but only the second form is suitable for usage inside macros.


Updated proposition of Py_COMPILER_DIAGNOSTIC_* macros:

#if defined(__GNUC__) && ((__GNUC__ >= 5) || (__GNUC__ == 4) && (__GNUC_MINOR__ >= 6))
#define Py_COMPILER_DIAGNOSTIC_PUSH _Pragma("GCC diagnostic push")
#define Py_COMPILER_DIAGNOSTIC_IGNORE_DEPRECATED_DECLARATIONS _Pragma("GCC diagnostic ignored \"-Wdeprecated-declarations\"")
#define Py_COMPILER_DIAGNOSTIC_POP _Pragma("GCC diagnostic pop")
#elif defined(_MSC_VER) && _MSC_VER >= 1300
#define Py_COMPILER_DIAGNOSTIC_PUSH __pragma(warning(push))
#define Py_COMPILER_DIAGNOSTIC_IGNORE_DEPRECATED_DECLARATIONS __pragma(warning(disable: 4996))
#define Py_COMPILER_DIAGNOSTIC_POP __pragma(warning(pop))
#else
#define Py_COMPILER_DIAGNOSTIC_PUSH
#define Py_COMPILER_DIAGNOSTIC_IGNORE_DEPRECATED_DECLARATIONS
#define Py_COMPILER_DIAGNOSTIC_POP
#endif