I want to know python build in parallel (Jenkins)

Now I'm building using execute shell in Jenkins.

(currently) The code below is built in order. I want to implement this in parallel.

now code status

• (I want) build action -> test1.py ~ test4.py executed in parallel

• Is there a way to build in parallel in this way(execute shell) or other strategy?

You have several options to run things in parallel within a Jenkins pipeline.
The first option is to use the static Parallel Directive Stages which allow you to easily define parallel stages inside your declarative pipeline, something like:

pipeline {
    agent any
    stages {
        stage('Non-Parallel Stage') {
            steps {
                echo 'This stage will be executed first.'
            }
        }
        stage('Parallel Stages') {
            parallel {
                stage('Test 1') {
                    steps {
                        sh "python3 $WORKSPACE/folder/test1.py"
                    }
                }
                stage('Test 2') {
                    steps {
                        sh "python3 $WORKSPACE/folder/test2.py"
                    }
                }
                .....
            }
        }
    }
}

A second and more dynamic option is to use the built in parallel keyword which takes a map from branch names to closures:

parallel firstBranch: {
    // do something
}, secondBranch: {
    // do something else
},
failFast: true|false

and use it to dynamically create your parallel execution steps, something like:

tests = ['test1','test2','test3', 'test4']
parallel tests.collectEntries{ test ->
    ["Running test ${test}" : {
        sh "python3 $WORKSPACE/folder/${test}.py"
    }]
}

This code can reside anywhere in a scripted pipeline, and in a script directive in a declarative pipeline.