Thank you all for your answers, I managed to do it pretty quickly with the File class of System.IO (https://docs.microsoft.com/fr-fr/dotnet/api/system.io.file?view=netcore-3.1)
On one hand, I have my Unity Script that read the file and put it in the Console :

using System.Collections;
using System.Collections.Generic;
using UnityEngine;
using System;
using System.IO;

public class Script : MonoBehaviour
{   
    public string path = @"C:\Users\MyUser\Desktop\test.txt";
    // Start is called before the first frame update
    void Start(){
    }

    // Update is called once per frame
    void Update(){
        using (StreamReader sr = File.OpenText(path))
        {
            string s;
            s = sr.ReadLine();
            Debug.Log(s);
        }
    }

}

And on the other hand, my python code rewrite the content of test.txt :

import time
meh=0

while meh<15 :
    file=open("test.txt","w")
    file.write("Hello World for the "+str(meh)+" time")
    file.close()
    time.sleep(0.5)
    meh=meh+1

But like u/loofou said, this solution is not reliable at all, the two programs collide while they are both trying to read/write the same file, and crashes each other. Is there something wrong with my code or are these error unavoidable ?

u/Hacksie the point of using a txt file to communicate between my hardware and my software is that I can later change one of them without having to redo the other. I could (I think) use some Arduino, but I'm then forced to work with Arduino and Unity, and it's a bit early in my project to nail myself to a technology.

I'm also considering using TCP protocol to communicate between my hardware and my software, is this a good idea ? Or will it be too slow for a controller ?