[issue2772] Add PendingDeprecationWarning for % formatting

[Amaury Forgeot d'Arc]

Amaury Forgeot d'Arc <amauryfa at gmail.com> added the comment:

> Do I need to acquire the GIL here?
No, the GIL has already been acquired.

The problem with the static variable is that while the main thread is
PyErr_WarnEx(), another thread may gain focus. And it will not trigger
the warning.

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nosy: +amaury.forgeotdarc

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