Where should I save my sage files?

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Note that %attach also accept relative paths, so instead of changing where your files are, you can change where sage is started from. Assume that the sage command belongs to your path (e.g. by symlinking it from /usr/local/bin/sage), you just run sage from your favorite working directory and type:

sage: %attach my_file.sage

Depending on where you are, th following also works:

sage: %attach ../my_file.sage