git clone https://github.com/pyenv/pyenv.git ~/.pyenv

install dependencies:

sudo apt-get install --yes libssl-dev zlib1g-dev libbz2-dev libreadline-dev libsqlite3-dev llvm libncurses5-dev libncursesw5-dev xz-utils tk-dev libgdbm-dev lzma lzma-dev tcl-dev libxml2-dev libxmlsec1-dev libffi-dev liblzma-dev wget curl make build-essential python-openssl

in ~/.zshrc:

## Pyenv environment variables                            
export PYENV_ROOT="$HOME/.pyenv"                          
export PATH="$PYENV_ROOT/bin:$PATH"# Pyenv initialization 
if command -v pyenv 1>/dev/null 2>&1; then                
  eval "$(pyenv init -)"                                  
fi

install a python version:

pyenv install <python_version>

cd ~/my/dir/
my/dir $ pyenv local 3.8.6 # will pull python3.8.6 for the local directory