Create Executable file for Wireless Temperature Sensor

[jenkins43]

Hi, I have worked on a script which receives the data of wireless temperature sensors, I have used pyinstaller to create the executable file in windows as windows use the .exe extension but I want to use the same executable file in Different OS platforms like MAC and Linux but they are using .exe format.

So is there any way to run the same file in every platform?

Or do I have to create the separate executable for different OS