6.21.4.3 Raising errors in a callback
The callback function should raise OptionValueError if there are any problems with the option or its argument(s). optparse catches this and terminates the program, printing the error message you supply to stderr. Your message should be clear, concise, accurate, and mention the option at fault. Otherwise, the user will have a hard time figuring out what he did wrong.
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Release 2.4.1, documentation updated on 30 March 2005.