>> Out of curiosity, how do I draw functions outside classes with UML? How
module could be drawn in this case?

As a utility class.

>> More theoretical question is if I create classes on the fly, how UML can
reflect that?

"On the fly" usually means "at runtime". I guess you mean if you
"change code" will my diagram stay in sync?. You will have to use round
trip tools. I don't know any tool supports round trip for Python code.
But if you just mean reverse engineering, lookup PyNSource, Boa
Constructor, PyReverse among others

>> (I know that Python code itself is best at communication design ideas,
but there are some people which prefer to talk UML.)

Actually no. Python is a good tool for "prototyping" which is not the
same as "communicating design ideas". Diagrams are better for the later
and do not need to be executable. At least from what I know, except
Eiffel, no language makes that claim. UML is really the only contender
currently for design notation.

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