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Should I understand it that there is no bug, but I do use it 
incorrectly? I cannot agree that this is expected behaviour. (I 
am not the only one who found this strange.) 

Of course, the sys.stdout.encoding is different for a DOS 
window (cp852) than the default encoding (cp1250). Windows 
simply behaves this way when working with DOS window 
(because of legacy DOS applications).

I do not complain on behaviour of sys.stdout.write() but on 
behaviour of raw_input(). The output of raw_input() prompt 
should be displayed the same way as the print diplays the 
results to the user. The raw_input() is used for building user 
interface. Its prompt should not be displayed differently in 
windows that use different encoding (i.e. DOS console vs. 
say IDLE console).

In other words, how should I use raw_input() to make it 
working correctly?