I wrote a Python code test utility called CopyRun.
For now I am still using the default Codex Playground to generate code. So I have to copy generated code, save it to a file and launch the file from Linux command line.
CopyRun’s workflow is the same, except it is automated, thus faster. And – You can copy the code either from Playground or anywhere else on the internet.
It is recommended that You set up a virtual environment for the app to work in. Also read the documentation first!
Of course everyone is welcome to contribute to the project to make it safe and productive! 
Get the code at gihub –