import atexit
import os
import readline
import rlcompleter
historyPath = os.path.expanduser('~/.pyhistory')

def save_history(historyPath=historyPath):
    import readline
readline.write_history_file(historyPath)
if os.path.exists(historyPath):
    readline.read_history_file(historyPath)
atexit.register(save_history)
del os, atexit, readline, rlcompleter, save_history, historyPath
How to save a Python interactive session?