save all open documents in psd

OK, a fresh take on the original post:

/* Start Saved Document Error Check - Part A: Try */
savedDoc();

function savedDoc() {
    try {
        app.activeDocument.path;
        /* Finish Saved Document Error Check - Part A: Try */

        /* Main Code Start */
        for (var i = 0; i < app.documents.length; i++) {
            app.activeDocument = app.documents[i];
            var doc = app.activeDocument;
            var docName = doc.name.replace(/\.[^\.]+$/, '');
            var docPath = doc.path;
            
            // File Saving Code
            var saveFilePSD = new File(docPath + '/' + docName + '.psd');
            SavePSD(saveFilePSD);
        }

        // PSD Options
        function SavePSD(saveFilePSD) {
            psdSaveOptions = new PhotoshopSaveOptions();
            psdSaveOptions.embedColorProfile = true;
            psdSaveOptions.alphaChannels = true;
            psdSaveOptions.layers = true;
            psdSaveOptions.annotations = true;
            psdSaveOptions.spotColors = true;
            activeDocument.saveAs(saveFilePSD, psdSaveOptions, true, Extension.LOWERCASE);
        }
        
        // alert("All open documents saved as PSD to the source file path!");

        // Close All Open Docs
        /*
        while (app.documents.length) {
        app.activeDocument.close(SaveOptions.DONOTSAVECHANGES);
        }
        // alert("All open documents closed!");
        */

        /* Main Code Finish */
    }

    /* Start Saved Document Error Check - Part B: Catch */
    catch (err) {
        alert("One or more previously saved documents must be open before running this script!");
    }
}
/* Finish Saved Document Error Check - Part B: Catch */

Note: I have commented out the code to close all open docs and the alerts to inform at key points.

EDIT: Late thought, I think that the OP wants the original open files to now be the PSD files?

I tried with the names »mano.jpg« and »piede.jpg« and it worked as expected. 

Why not?

All necessary components are available - just not all possible scenarios.

Only for addition

var aDoc = activeDocument;
try {
    var docPath = aDoc.path;
} catch (e) {
    alert("not saved before");
    // code for saving
    }

save all open documents in psd
in the same path as the original files

and rename the source file from test.jpg to test.psd

for (var i=0; i<app.documents.length; i++) {
    var f = app.documents[i].fullName, 
    p = f.path, 
    n = decodeURI(f.name).replace(/\.\S+$/, "")
    app.documents[i].saveAs (File(p + "/" + n + ".psd"))
    f.remove() // removes original file, delete this line if it is not necessary
}

* unsaved documents that do not have a disk path will cause an error. In this case, the c_pfaffenbichler code is more suitable

You could try 

File > Scripts > Image Processor 

with »Save as PSD«. 

But as the psd-files are not the jpg-files renaming them does not seem to be an option.