Using Geany and launching pyflakes or pep8 ? This script parse pyflakes / pep8 output and add line filename and line numbers and produce an output suitable for Geany (underlining errors and jumping to related line as you cilck on ouput).

pyflakes_out_for_geany.py

#!/usr/bin/env python3
"""
Geany pyflakes and pep8 output reformater

When defining your compile command in geany use::

  /path/to/pyflakes %f 2>&1 |/path/to/pyflakes_out_for_geany.py
  /path/to/pep8 %f |/path/to/pyflakes_out_for_geany.py
"""
import sys
import re


line_indic = re.compile(r"^(?P<fname>.*\.py):(?P<line>\d+):")


while True:
    l = sys.stdin.readline()
    if not l:
        break

    l = line_indic.sub(r'File "\g<fname>", line \g<line>, in <module>:', l)
    print(l, end='')