stderr is not always captured by mypy.api.run

[dmtucker]

Sometimes, stderr is printed instead of being returned from mypy.api.run.

Here is an SSCCE:

import mypy.api
print(mypy.api.run(['--foo']))

mypy 0.701:

('', 'usage: mypy [-h] [-v] [-V] [more options; see below]\n            [-m MODULE] [-p PACKAGE] [-c PROGRAM_TEXT] [files ...]\nmypy: error: unrecognized arguments: --foo\n', 2)

mypy 0.710:

usage: mypy [-h] [-v] [-V] [more options; see below]
            [-m MODULE] [-p PACKAGE] [-c PROGRAM_TEXT] [files ...]
mypy: error: unrecognized arguments: --foo
('', '', 2)

[dmtucker]

I suspect this was caused by #6750 (specifically, faebf3c#diff-ff1c98caac10bfcd89b131a9d3c53ee0L50-R54).
When parse_args reaches for sys.stderr, it used to find a StringIO, but now it gets the real deal.

[JukkaL]

It doesn't look like argparse officially supports redirecting output without changing sys.stderr and sys.stdout. Something like overriding _print_message would likely work but it would be fragile. This has been discussed here: https://stackoverflow.com/questions/29935283/how-to-set-custom-output-handlers-for-argparse-in-python