* Optimize warnings.filterwarnings(). Replace re.compile('') with
  None to avoid the cost of calling a regex.match() method, whereas
  it always matchs.
* Optimize get_warnings_attr(): replace PyObject_GetAttrString() with
  _PyObject_GetAttrId().

Cleanup also create_filter():

* Use _Py_IDENTIFIER() to allow to cleanup strings at Python
  finalization
* Replace Py_FatalError() with a regular exceptions