The following list can be found on he calculator by starting the Python app and choosing the CMDS item in the bottom menu.
The Prime implements a subset of micropython whose full documentation is found at the Micropython site. Be aware that there are more routines documented there than exist in the Prime. For easier searching while writing code, the list below might be convenient. It is presented alphabetically, unlike on the Prime menus. Hopefully, HP will provide thorough documentation eventually.
arith asc char euler gcd iegcd ifactor isprime lcm nextprime nprimes prevprime array array append extend builtins abs all any bin bool bytearray append extend bytes center count decode endswith find format index isalpha isdigit islower isspace isupper join lower lstrip parition replace rfind rindex rpartition rsplit rstrip split splitlines startswith strip upper callable chr classmethod compile complex delattr dict clear copy fromkeys get items keys pop popitem setdefault update values dir divmod Ellipsis enumerate eval exec filter float frozenset copy difference intersection isdisjoint issubset issuperset symmetric_difference union getattr globals hasattr hash help hex id input int from_bytes to_bytes isinstance issubclass iter len list append clear copy count extend index insert pop remove reverse sort locals map max memoryview min next NotImplemented object oct open ord pow print property deleter getter setter range repr reversed round set add clear copy difference difference_update discard intersection intersection_update isdisjoint issubset issuperset pop remove symmetric_difference symmetric_difference_update union update setattr slice sorted str center count encode endswith find format index isalpha isdigit islower isspace isupper join lower lstrip partition replace rfind rindex rpartition rsplit rstrip split splitlines startswith strip upper staticmethod sum super tuple count index type zip ArithmeticError AssertionError AttributeError BaseException EOFError Exception GeneratorExit ImportError IndentationError IndexError KeyboardInterrupt KeyError LookupError MemoryError NameError NotImplementedError OSError OverflowError RuntimeError StopAsyncIteration StopIteration SyntaxError SystemError TypeError UnicodeError ValueError ZeroDivisionError cas caseval eval_expr get_key xcas cmath cos e exp log log10 phase pi polar rect sin sqrt gc collect disable enable isenabled mem_alloc mem_free threshold graphic cyan magenta yellow black white red green blue clear_screen draw_arc draw_circle draw_filled_arc draw_filled_circle draw_filled_polygon draw_line draw_pixel draw_polygon draw_rectangle draw_string get_pixel set_pixel show show_screen hpprime arc arc_c blit blit_c circle circle_c dimgrob dimgrob_c eval fillrect fillrect_c get_cartesian grob grob_c grobh grobh_c grobw grobw_c keyboard line line_c mouse pixon pixon_c rect rect_c set_cartesian strblit strblit_c textout textout_c linalg abs add apply arange conj cross det dot egv eig eigenvects eye fft horner identity idn ifft im imag inv linspace matrix mul ones pcoeff peval pi proot rand ranm ranv re real rref shape size solve sub transpose zeros math acos acosh asin asinh atan atan2 atanh ceil copysign cos cosh degrees e erf erfc exp expm1 fabs floor fmod frexp gamma isfinite isinf isnan ldexp lgamma log log10 log2 modf pi pow radians sin sinh sqrt tan tanh trunc maplotl arrow axis bar barplot boxplot boxwhisker clf grid hist histogram linear_regression_plot plot scatter scatterplot show text vector micropython const heap_lock heap_unlock kbd_intr mem_info opt_level pystack_use qstr_info stack_use sys argv byteorder exc_info exit implementation maxsize modules path platform print_exception stderr stdin stdout version version_info ucollections deque append popleft namedtuple OrderedDict clear copy fromkeys get items keys pop popitem setdefault update values uerrno errorcode EACCES EADDRINUSE EAGAIN EALREADY EBADF ECONNABORTED ECONNREFUSED ECONNRESET EEXIST EHOSTUNREACH EINPROGRESS EINVAL EIO EISDIR ENOBUFS ENODEV ENOENT ENOMEM ENOTCONN EOPNOTSUPP EPERM ETIMEDOUT uhashlib sha256 digest update uio open BytesIO close flush getvalue read readinto readline readlines seek write FileIO close fileno flush read readinto readline readlines seek tell write StringIO close flush getvalue read readinto readline readlines seek write TextIOWrapper close fileno flush read readinto readline readlines seek tell write urandom choice getrandbits randint random randrange seed uniform ure compile match search DEBUG ustruct calcsize pack pack_into unpack unpack_from utimeq utimeq peektime pop push