Comment by John Palmieri for (Edit: I originally thought that there wasn't a file walk.py, but I think that's wrong.)Look in $HOME/.sage/temp/DIR0/DIR1/ where $HOME is your home directory, DIR0 has a name like $HOSTNAME and DIR1 is a number, the process id of the Sage process. This directory is deleted when you quit Sage.If you want to produce a more permanent file walk.py, then from your shell prompt, run sage --preparse walk.sage. This will produce walk.py in the current directory.

While in Sage, run "load_attach_mode()". This should return "(False, True)", and the second entry "True" says that Sage will save the preparsed file to the directory SAGE_TMP, defined (in sage.misc.misc) by "SAGE_TMP='%s/temp/%s/%s/'%(DOT_SAGE, HOSTNAME, os.getpid())". Oh, and the py file should have a long prefix, it won't just be "walk.py", but it should end with something like "walk_sage_0.py".