Looking at [Python documentation](https://docs.python.org/3/using/cmdline.html) how would you run a file in an interactive console? Maybe the `-i` option is what you want?
If you can figure out a command to do what you want you can set `Edit->Preferences->Terminal->Execute programs in the VTE` and `Don't use run script` to run the command in the terminal tab, but the command must be a shell command, you will have to exit Python each run because the directory is set to the files directory each run by the shell command `cd dir` issued before the execute command.