Here is a bit more detail and a simple example.

The example below places red squares in an axes.  When the user clicks on an 
existing red square - another square is created and added. When the user hits 
any key a square is deleted from the axes.  The error is triggered by clicking 
on the red square and then hitting any key, and then clicking a red square 
again.

Diagnosis:
By monitoring cbook.py line 235 and cbook.py line 263 it can be seen that after 
the second mouse click (following one of the squares being deleted), that the 
process() function builds a loop and begins handling the button press 
callbacks.  Note that there is a dead reference coming later in this list.  The 
first callback involves another square being created and the connect() method 
being called.  In the connect() call - the dead reference is deleted from the 
callback list.  Now upon returning to the process() callback this dead 
reference is no longer in the callback list and a Key Exception is triggered 
once it gets to it in the loop.

Problem:
There are two locations where dead references are cleared from the callback 
list.  When these loops get intermingled - as the case with a callback leading 
to another connect mid-loop - the exception occurs when both loops attempt to 
delete the dead reference.

Possible Solutions:
1. Trap the KeyException at the point of attempting to delete it from the list 
in both places.

2. Place the dead reference check and deletion within a single method ... and 
perform this check at beginning of the process() and connect() methods before 
processing callbacks.


Sample Code
--------------------

import matplotlib
matplotlib.use('WXAGG')

from matplotlib.backends.backend_wxagg import FigureCanvasWxAgg
from matplotlib.pyplot import Figure, Axes, Rectangle

import wx
import random

class SquareManager(object):
    def __init__(self, axes):
        self.axes = axes
        self.canvas = axes.figure.canvas 
        self.squares = []
        self.last_x = 0
        
        self.canvas.mpl_connect('key_press_event', self.on_key_press)
        
    def add_square(self):
        self.last_x += .1
        s = Square(self, self.axes, [self.last_x, .4],
                   .05, .05, facecolor='red', edgecolor='black')
        self.squares.append(s)
        self._refresh()
        
    def on_key_press(self, evt):
        if len(self.squares) == 0: return
        
        # delete the first square - results in no error
        # self.squares[0].remove()
        # del self.squares[0]
        
        # delete the last square - results in the error
        self.squares[-1].remove()
        del self.squares[-1]
        
        self._refresh()
        
    def _refresh(self):
        self.canvas.draw()


class Square(Rectangle):
    def __init__(self, manager, axes, *args, **kwds):
        Rectangle.__init__(self, *args, **kwds)
        axes.add_patch(self)
        
        self.manager = manager
        axes.figure.canvas.mpl_connect('button_press_event', self.selected)
        
    def selected(self, evt):
        within, _ = self.contains(evt)
        if within:
            self.manager.add_square()


app = wx.PySimpleApp()
frame = wx.Frame(None)
fig = Figure()
canvas = FigureCanvasWxAgg(frame, -1, fig)
a = Axes(fig, [.1, .1, .8, .8])
fig.add_axes(a)

sm = SquareManager(a)
sm.add_square()
    
frame.Show()
app.MainLoop()


# To demonstrate the error:
#
# 1. click on red sqaure
# 2. press any key
# 3. click on red sqaure again



 





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