The reason I include them is because it makes it easier to separate out the
method names.  So in this example:

test__EventCollection__get_segments

I think it makes it clearer you are testing the get_samples method of
the EventCollection class.  At least to me this was less clear when it
was formatted like this:.


test_EventCollection_get_segments

Or

test_eventcollection_get_segments


That is why I went with this approach.  I figured there wasn't a
problem with it since the pep8 checker didn't find any problems at all
with the file.