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Generally there are two possibilites for the __ixxx__ methods:
1) Modify self and return self
2) Create a new instance with desired attributes and return it
    (necessary for e.g. integers)

The second case cannot be handled by immutable containers.

Hmm, maybe PySequence_SetItem should check whether the
assigned item is already there and then succeed.

Attaching a minimal patch for PySequence_SetItem (not sure
about PyObject_SetItem).