I've been reading through the source for the cpython HTTP package for fun and profit, and noticed that in server.py they have the __all__ variable set but also use a leading underscore for the function _quote_html(html).
Isn't this redundant? Don't both serve to limit what's imported by from HTTP import *?
Why do they do both?
Aside from the "private-by-convention" functions with _leading_underscores, there are:
imported names;nobody).If __all__ wasn't defined to cover only the classes, all of these would also be added to your namespace by a wildcard from server import *. 
Yes, you could just use one method or the other, but I think the leading underscore is a stronger sign than the exclusion from __all__; the latter says "you probably won't need this often", the former says "keep out unless you know what you're doing". They both have their place. 
__all__ indeed serves as a limit when doing from HTTP import *; prefixing _ to the name of a function or method is a convention for informing the user that that item should be considered private and thus used at his/her own risk.
This is mostly a documentation thing, in a similar vein to comments. A leading underscore is a clearer indication to a person reading the code that particular functions or variables aren't part of the public API than having that person check each name against __all__. PEP8 explicitly recommends using both conventions in this way:
To better support introspection, modules should explicitly declare the names in their public API using the
__all__attribute. Setting__all__to an empty list indicates that the module has no public API.Even with
__all__set appropriately, internal interfaces (packages, modules, classes, functions, attributes or other names) should still be prefixed with a single leading underscore.
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