bpo-37937: Mention frame.f_trace in sys.settrace docs (GH-15439)

Mention frame.f_trace in sys.settrace docs, as well as the fact you still
need to call `sys.settrace` to enable the tracing machinery before setting
`frame.f_trace` will have any effect.

Doc/library/sys.rst

@@ -1301,6 +1301,17 @@ always available.
    Note that as an exception is propagated down the chain of callers, an
    ``'exception'`` event is generated at each level.
 
+   For more fine-grained usage, it's possible to set a trace function by
+   assigning ``frame.f_trace = tracefunc`` explicitly, rather than relying on
+   it being set indirectly via the return value from an already installed
+   trace function. This is also required for activating the trace function on
+   the current frame, which :func:`settrace` doesn't do. Note that in order
+   for this to work, a global tracing function must have been installed
+   with :func:`settrace` in order to enable the runtime tracing machinery,
+   but it doesn't need to be the same tracing function (e.g. it could be a
+   low overhead tracing function that simply returns ``None`` to disable
+   itself immediately on each frame).
+
    For more information on code and frame objects, refer to :ref:`types`.
 
    .. audit-event:: sys.settrace "" sys.settrace

Misc/NEWS.d/next/Documentation/2019-08-24-12-59-06.bpo-37937.F7fHbt.rst

@@ -0,0 +1 @@
+Mention ``frame.f_trace`` in :func:`sys.settrace` docs.