register default deprecation warning filter.

warn user if (s)he use a deprecated feature interactively.

Closes  #8478

    In [1]: %run -i foo
    In [2]: foo()
    foo.py:4: DeprecationWarning: using a non-integer number instead of an
        integer will result in an error in the future
        print('x'*np.float64(3.5))
    xxx

    In [3]: from foo import foo
    In [4]: foo()
    xxx

IPython/core/interactiveshell.py

@@ -25,6 +25,7 b' import tempfile'
 import traceback
 import types
 import subprocess
+import warnings
 from io import open as io_open
 
 from pickleshare import PickleShareDB
@@ -547,6 +548,7 b' class InteractiveShell(SingletonConfigurable):'
         self.init_pdb()
         self.init_extension_manager()
         self.init_payload()
+        self.init_deprecation_warnings()
         self.hooks.late_startup_hook()
         self.events.trigger('shell_initialized', self)
         atexit.register(self.atexit_operations)
@@ -663,6 +665,18 b' class InteractiveShell(SingletonConfigurable):'
         elif self.logstart:
             self.magic('logstart')
 
+    @staticmethod
+    def init_deprecation_warnings():
+        """
+        register default filter for (pending) deprecation warning.
+
+        This will allow deprecation warning of function used interactively to show
+        warning to users, and still hide deprecation warning from libraries import.
+        """
+        warnings.filterwarnings("default", category=DeprecationWarning, module="__main__")
+        warnings.filterwarnings("default", category=PendingDeprecationWarning, module="__main__")
+
+
     def init_builtins(self):
         # A single, static flag that we set to True.  Its presence indicates
         # that an IPython shell has been created, and we make no attempts at