Thanks Pablo! I merged your change in 2.7, 3.6, 3.7 and master branches.

To reuse the example of my first message, we now get:

vstinner@apu$ ./python  -W error -m test test_asyncio -m test_no_such_test 
Run tests sequentially
0:00:00 load avg: 1.21 [1/1] test_asyncio
test_asyncio run no tests

== Tests result: NO TEST RUN ==

1 test run no tests:
    test_asyncio

Total duration: 347 ms
Tests result: NO TEST RUN

vstinner@apu$ echo $?
0


So the exit status is still a success (code 0), but "Tests result: NO TEST RUN" is an hint that no test has been executed.

If we run two files, but one file runs no test, the output now contains "1 test run no tests: test_sys":

$ ./python -m test test_os test_sys -m test_access -v
== CPython 3.8.0a0 (heads/platform_popen:4fcc412d3d, Nov 29 2018, 21:21:53) [GCC 8.2.1 20181105 (Red Hat 8.2.1-5)]
== Linux-4.19.3-300.fc29.x86_64-x86_64-with-glibc2.28 little-endian
== cwd: /home/vstinner/prog/python/master/build/test_python_18420
== CPU count: 8
== encodings: locale=UTF-8, FS=utf-8
Run tests sequentially
0:00:00 load avg: 1.05 [1/2] test_os
test_access (test.test_os.FileTests) ... ok

----------------------------------------------------------------------

Ran 1 test in 0.001s

OK
0:00:00 load avg: 1.05 [2/2] test_sys

----------------------------------------------------------------------

Ran 0 tests in 0.000s

OK
test_sys run no tests

== Tests result: SUCCESS ==

1 test OK.

1 test run no tests:
    test_sys

Total duration: 240 ms
Tests result: SUCCESS