Why would you compile a Python script? You can run them directly from the .py file and it works fine, so is there a performance advantage or something?
I also notice that some files in my application get compiled into .pyc while others do not, why is this?
It's compiled to bytecode which can be used much, much, much faster.
The reason some files aren't compiled is that the main script, which you invoke with
python main.py is recompiled every time you run the script. All imported scripts will be compiled and stored on the disk.
Important addition by Ben Blank:
It's worth noting that while running a compiled script has a faster startup time (as it doesn't need to be compiled), it doesn't run any faster.
The .pyc file is Python that has already been compiled to byte-code. Python automatically runs a .pyc file if it finds one with the same name as a .py file you invoke.
"An Introduction to Python" says this about compiled Python files:
A program doesn't run any faster when it is read from a ‘.pyc’ or ‘.pyo’ file than when it is read from a ‘.py’ file; the only thing that's faster about ‘.pyc’ or ‘.pyo’ files is the speed with which they are loaded.
The advantage of running a .pyc file is that Python doesn't have to incur the overhead of compiling it before running it. Since Python would compile to byte-code before running a .py file anyway, there shouldn't be any performance improvement aside from that.
How much improvement can you get from using compiled .pyc files? That depends on what the script does. For a very brief script that simply prints "Hello World," compiling could constitute a large percentage of the total startup-and-run time. But the cost of compiling a script relative to the total run time diminishes for longer-running scripts.
The script you name on the command-line is never saved to a .pyc file. Only modules loaded by that "main" script are saved in that way.