Vim: Run selected code in a persistent REPL-environment

Maybe one of these two plugins is what you need:

• slime is screen-based.
• tslime is a tmux-based version of slime.

Try Conque:

""" Conque is a Vim plugin which allows you to run interactive programs, such as bash on linux or powershell.exe on Windows, inside a Vim buffer. """

It can easily be configured to open a Python interpreter, and a key mapping can be used to transfer the current line to it to be executed (F9 for the current line, F10 for the current file etc.).