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New project from existing code lets you filter out .py files
Create a new project using the From Existing Python Code wizard.
Clear the filter text box
Enter a folder that has .py files in it
Click next, you'll see that in the second page you get to select which python file will be the startup file. The problem is that those .py files won't be included in your project due to the filter not including .py files.
One solution would be to have .py extension always included in the filter, even if the filter text box is cleared.