What is the “executable” in this context? I’m kinda confused as to what you are looking for.

What’s wrong with parsing the input files at runtime? Is it performance? Do you want one file to load instead of multiple?

Many have suggested pickle, which is kinda what you are asking for, but on some level it’s not much different from parsing the input files. Also, depending on your code, you may have to write custom serialization code as part of getting pickle to work.

Note that pretty much every modern game is a bundle of often multiple pieces of executable code alongside a whole bunch of separate assets.