capture warning messages postgresql from python - sqlalchemy

Please can someone guide me as I can capture the personalized WARNING-level messages created in POSTGRES, I explain.

I have currently created a function that returns general box information, there is a calculated field in which if this is less than a certain value it throws a message, the code portion is as follows:

DECLARE
 fila RECORD;
BEGIN
 FOR fila IN
 (
  SELECT 
   cg.fechaarqueo, cg.slmonedas, cg.slbilletes, cg.slvalesprov, cg.slvalesdefi, cg.cheques, cg.sobrantes, cg.faltantes, cg.rembtransito, cg.responsable::TEXT, cg.fk_codigopuc, (cg.slmonedas + cg.slbilletes + cg.slvalesprov + cg.slvalesdefi + cg.cheques + cg.faltantes + cg.rembtransito) AS monto 
  FROM cajageneral AS cg
 )
 LOOP
   fechaarqueo := fila.fechaarqueo; 
   slmonedas := fila.slmonedas; 
   slbilletes := fila.slbilletes; 
   slvalesprov := fila.slvalesprov; 
   slvalesdefi := fila.slvalesdefi;  
   cheques := fila.cheques; 
   sobrantes := fila.sobrantes;  
   faltantes := fila.faltantes;  
   rembtransito := fila.rembtransito;  
   responsable := fila.responsable; 
   fk_codigopuc := fila.fk_codigopuc; 
   monto := fila.monto;

   IF monto < 3000000 THEN
    RAISE WARNING 'monto no cuadra %',monto;
   END IF;
  RETURN NEXT;
 END LOOP; 
 END;

Does anyone know how I can capture this WARNING message from python or SQLALCHEMY as if it were a normal exception from a try-except? or how else can I capture that message?

thanks.