Capture warnings.warn and friends messages in logs

[scop]

Proposed change

The default behavior of these warnings is to go to stderr, which in some setups goes easily unnoticed. For example in Docker based ones, they end up only in the container logs, and not e.g. in the HA log.

Capture these to make them available in logs where other such messages are, and to make them subject to filtering as usual. https://docs.python.org/3/library/logging.html#logging.captureWarnings

Note:

Doing this might end up us seeing more warnings in logs than before. Should keep an eye on if something additional needs to be filtered out by default. These entries are identifiable and filterable by the logger name py.warnings, warning level.

One such suspect is urllib3's unverified HTTPS request warning, https://github.com/urllib3/urllib3/blob/b1d5b2260949f346e0fe13b7495e71c84abff07f/src/urllib3/connectionpool.py#L1097-L1105, which is triggered by requests requests with verify=False, which is something a number of underlying deps of integrations do.

Type of change

• Dependency upgrade
• Bugfix (non-breaking change which fixes an issue)
• New integration (thank you!)
• New feature (which adds functionality to an existing integration)
• Deprecation (breaking change to happen in the future)
• Breaking change (fix/feature causing existing functionality to break)
• Code quality improvements to existing code or addition of tests

Additional information

• This PR fixes or closes issue: fixes #
• This PR is related to issue:
• Link to documentation pull request:

Checklist

• The code change is tested and works locally.
• Local tests pass. Your PR cannot be merged unless tests pass
• There is no commented out code in this PR.
• I have followed the development checklist
• The code has been formatted using Black (black --fast homeassistant tests)
• Tests have been added to verify that the new code works.

If user exposed functionality or configuration variables are added/changed:

• Documentation added/updated for www.home-assistant.io

If the code communicates with devices, web services, or third-party tools:

• The manifest file has all fields filled out correctly.
  Updated and included derived files by running: python3 -m script.hassfest.
• New or updated dependencies have been added to requirements_all.txt.
  Updated by running python3 -m script.gen_requirements_all.
• For the updated dependencies - a link to the changelog, or at minimum a diff between library versions is added to the PR description.
• Untested files have been added to .coveragerc.

To help with the load of incoming pull requests:

• I have reviewed two other open pull requests in this repository.

[scop]

The mentioned urllib3 warning might be good to leave for users or integrations to filter out instead of blanket filtering it at top level; it's security related anyway. On the other hand it's also chatty as it is emitted for every affected request.

[github-actions]

There hasn't been any activity on this pull request recently. This pull request has been automatically marked as stale because of that and will be closed if no further activity occurs within 7 days.
Thank you for your contributions.

[bdraco]

I've been running this for a month on my production and didn't notice any issues 👍