Steps to build Python 3.9 on Debian Buster, including all modules.

python-3.9-debian-buster.sh

#!/bin/bash
#
# Steps to build Python 3.9 on Debian Buster, including all modules.
#

set -e -x

# Install all dependencies.
export DEBIAN_FRONTEND=noninteractive
apt update
apt install -y wget xz-utils make gcc libssl-dev lzma-dev liblzma-dev libreadline-dev libbz2-dev libsqlite3-dev libgdbm-dev libgdbm-compat-dev uuid-dev libffi-dev tk-dev

# Download Python sources.
wget https://www.python.org/ftp/python/3.9.0/Python-3.9.0.tar.xz
tar xf Python-3.9.0.tar.xz
cd Python-3.9.0

# Build and install it.
./configure --prefix=/opt/python-3.9 --enable-optimizations --enable-shared LDFLAGS="-Wl,--rpath=/opt/python-3.9/lib"
make -j$(nproc)
make install

# Create an archive of the installed version.
cd /opt
tar cvJf python-3.9.0-debian-buster.tar.xz python-3.9