Firewall setup for Python.app incoming connection

Create a self-signed certificate.

1. Open Keychain Access. Applications > Utilities > Keychain Access.
2. Keychain Access menu > Certificate Assistant > Create a Certificate...
3. Enter a name like "My Certificate".
4. Select Identity Type: Self Signed Root
5. Select Certificate Type: Code Signing
6. Check the Let me override defaults box
7. Click Continue
8. Enter a unique Serial Number
9. Enter 7300 for the Validity Period.
10. Click Continue
11. Click Continue for the rest of the dialogs

Now sign your application

codesign -s "My Certificate" -f $(which python)

In the dialog that appears, click "Allow".

With the OS X firewall enabled, you can remove the "Do you want the application "python" to accept incoming network connections?" message.