Window floating atop Maya 2017

maya_floating_win.py

from PySide2 import QtWidgets, QtCore


def _maya_main_window():
    """Return Maya's main window"""
    for obj in QtWidgets.qApp.topLevelWidgets():
        if obj.objectName() == 'MayaWindow':
            return obj
    raise RuntimeError('Could not find MayaWindow instance')


class MyWindow(QtWidgets.QMainWindow):
    def __init__(self, parent):
        super(MyWindow, self).__init__(parent)

        self.setWindowTitle('My window')  # Window title
        self.setObjectName('MyWindowObj')  # Window object name
        self.setWindowFlags(QtCore.Qt.Window)  # Window type
        
        # Makes Maya perform magic which makes the window stay
        # on top in OS X and Linux. As an added bonus, it'll
        # make Maya remember the window position
        self.setProperty("saveWindowPref", True)

        # Widgets setup
        self.widget = QtWidgets.QWidget()
        self.layout = QtWidgets.QVBoxLayout()
        self.button = QtWidgets.QPushButton('Yoghurt')
        self.layout.addWidget(self.button)
        self.widget.setLayout(self.layout)
        self.setCentralWidget(self.widget)


window = MyWindow(parent=_maya_main_window())
window.show()

maya_floating_win_alt1.py

from PySide2 import QtWidgets, QtCore
from shiboken2 import wrapInstance
from maya import OpenMayaUI as omui

class MyWindow(QtWidgets.QMainWindow):
    def __init__(self, parent):
        super(MyWindow, self).__init__(parent)

        self.setWindowTitle('My window')  # Window title
        self.setObjectName('MyWindow')  # Window object name
        self.setWindowFlags(QtCore.Qt.Window)  # Window type
        
        # Makes Maya perform magic which makes the window stay
        # on top in OS X and Linux. As an added bonus, it'll
        # make Maya remember the window position
        self.setProperty("saveWindowPref", True)

        # Widgets setup
        self.widget = QtWidgets.QWidget()
        self.layout = QtWidgets.QVBoxLayout()
        self.button = QtWidgets.QPushButton('Yoghurt')
        self.layout.addWidget(self.button)
        self.widget.setLayout(self.layout)
        self.setCentralWidget(self.widget)


mainWindowPtr = omui.MQtUtil.mainWindow()
mainWindow = wrapInstance(long(mainWindowPtr), QtWidgets.QMainWindow)
window = MyWindow(parent=mainWindow)
window.show()

maya_floating_win_alt2.py

from PySide2 import QtWidgets, QtCore
from maya import OpenMayaUI as omui 

class MyWindow(QtWidgets.QMainWindow):
    def __init__(self, parent):
        super(MyWindow, self).__init__()
        
        self.setWindowFlags(QtCore.Qt.WindowStaysOnTopHint)  # Stays on top of *all* windows in the desktop

        self.widget = QtWidgets.QWidget()
        self.layout = QtWidgets.QVBoxLayout()
        self.button = QtWidgets.QPushButton('Yoghurt')
        self.layout.addWidget(self.button)
        self.widget.setLayout(self.layout)
        self.setCentralWidget(self.widget)


window = MyWindow(parent=omui.MQtUtil.mainWindow())
window.show()

I have no idea what you mean about wanting to source the code but not running it. Place your code somewhere Maya recognizes scripts, like in My documents/Maya/scripts or inside the Maya installation's site-packages. Or add a custom path to sys.path (which effectively adds the path to the PYTHONPATH environment variable).

You have not provided your code so I can't help you with your error other than that you are not calling PySide2.QtWidgets.QWidget.setSizePolicy with a valid argument, as per the error message. Also, judging by the error, you are mixing PySide and PySide2 which you cannot do. Use either PySide or PySide2, depending on which version of Maya you are using. If you need to write code which should work in both older PySide and PySide2, consider using Qt.py.