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This bug was fixed in sage-5.1 :

sage: arctan2(0,0)
RuntimeError: arctan2_eval(): arctan2(0,0) encountered

sage: atan2(0,0)
RuntimeError: arctan2_eval(): arctan2(0,0) encountered

sage: maxima.atan2(0,0)
TypeError: Error executing code in Maxima

Hence, everyone agrees that arctan2(0,0) is not defined. Except python:

sage: math.atan2(0,0)  
0.0