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A program (binary, or executable) is a file on disk somewhere, in a recognized format. Common formats include ELF on Linux, ...
These can be shell scripts, or use the Perl, Python or another interpreter, as defined by the shebang (#!) at the beginning of the script.
More flexible interactive shell Python 3.13 uses a new interactive shell by default, which has emerged from the PyPy project and offers significantly more convenience than the previous one.