I wonder if it is possible to create an executable module from a Python script. I need to have the most performance and the flexibility of Python script, without needing to run
I think you can use jython to compile python to Java bytecode, and then compile that with GCJ.
I've had a lot of success using Cython, which is based on and extends pyrex:
Cython is a language that makes writing C extensions for the Python language as easy as Python itself. Cython is based on the well-known Pyrex, but supports more cutting edge functionality and optimizations.
The Cython language is very close to the Python language, but Cython additionally supports calling C functions and declaring C types on variables and class attributes. This allows the compiler to generate very efficient C code from Cython code.
This makes Cython the ideal language for wrapping for external C libraries, and for fast C modules that speed up the execution of Python code.
You can use something like py2exe to compile your python script into an exe, or Freeze for a linux binary.
see: How can I create a directly-executable cross-platform GUI app using Python?