You can even run your tests in Sublime's console if that's something you'd want to do, or use the terminal (as I ended up doing).
Similarly, for vim as people have pointed out, if that's something you're more comfortable with.
https://realpython.com/blog/python/setting-up-sublime-text-3...
Here is some video of myself programming some very boring stuff in python/vim, https://www.livecoding.tv/jquast/ which unfortunately looks like it requires anybody to login/signup to watch, probably won't be using this service again.