test_connnect_eintr.py: program to interrupt socket.connect() with signals. It looks like socket.connect() cannot be interrupted by signals: connect() only fails with WSAEINTR when WSACancelBlockingCall() is called, but WSACancelBlockingCall() "has been removed in compliance with the Windows Sockets 2 specification, revision 2.2.0":

https://msdn.microsoft.com/en-us/library/windows/desktop/ms741547%28v=vs.85%29.aspx

"Blocking hooks are generally used to keep a single-threaded GUI application responsive during calls to blocking functions. Instead of using blocking hooks, an applications should use a separate thread (separate from the main GUI thread) for network activity."