You can instruct python-build to keep a local cache of downloaded package files by setting the PYTHON_BUILD_CACHE_PATH environment variable. When set, package files will be kept in this directory after the first successful download and reused by subsequent invocations of python-build and pyenv install.
The pyenv install command defaults this path to ~/.pyenv/cache, so in most cases you can enable download caching simply by creating that directory.
Package download caching
You can instruct python-build to keep a local cache of downloaded package files by setting the PYTHON_BUILD_CACHE_PATH environment variable. When set, package files will be kept in this directory after the first successful download and reused by subsequent invocations of python-build and pyenv install.
The pyenv install command defaults this path to ~/.pyenv/cache, so in most cases you can enable download caching simply by creating that directory.
https://github.com/pyenv/pyenv/blob/32922007863c4a54feca2a95226c8307cfdfea3d/plugins/python-build/README.md
一句话总结：把自己下载的python-*.tar.xz放到.pyenv/cache/ 就可以跳过默认的下载环节