Yes, those are called subqueries; they're fully supported by SA. Your query
above has a couple of items of note:

 a) it's a correlated subquery: the inner query references items in the
outer query. (supported by SA)
 b) it's a self-join: the inner query and outer query reference the same
table. (also supported by SA)

your query roughly translates into:

  p2 = p.alias()
  select([p.c.id], p.c.number == select(func.max(p2.c.number),
p2.c.attribute == p.attribute))

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