IPython Notebook input and output cells with listings

I also started with the link you provided and came up with this solution. Basically you define three listing environments (one for inputs, one for printed text, and one for output). I admit that the solution is not super-elegant (repeated definition of options) but it works well offering you automatic numbering and even supporting labeling/referencing.

usepackage{xcolor}
usepackage[most]{tcolorbox}
usepackage{listings}

definecolor{white}{rgb}{1,1,1}
definecolor{mygreen}{rgb}{0,0.4,0}
definecolor{light_gray}{rgb}{0.97,0.97,0.97}
definecolor{mykey}{rgb}{0.117,0.403,0.713}

tcbuselibrary{listings}
newlengthinwd
setlengthinwd{1.3cm}

newcounter{ipythcntr}
renewcommand{theipythcntr}{texttt{[arabic{ipythcntr}]}}

newtcblisting{pyin}[1][]{%
  sharp corners,
  enlarge left by=inwd,
  width=linewidth-inwd,
  enhanced,
  boxrule=0pt,
  colback=light_gray,
  listing only,
  top=0pt,
  bottom=0pt,
  overlay={
    node[
      anchor=north east,
      text width=inwd,
      font=footnotesizettfamilycolor{mykey},
      inner ysep=2mm,
      inner xsep=0pt,
      outer sep=0pt
      ] 
      at (frame.north west)
      {refstepcounter{ipythcntr}label{#1}In theipythcntr:};
  }
  listing engine=listing,
  listing options={
    aboveskip=1pt,
    belowskip=1pt,
    basicstyle=footnotesizettfamily,
    language=Python,
    keywordstyle=color{mykey},
    showstringspaces=false,
    stringstyle=color{mygreen}
  },
}
newtcblisting{pyprint}{
  sharp corners,
  enlarge left by=inwd,
  width=linewidth-inwd,
  enhanced,
  boxrule=0pt,
  colback=white,
  listing only,
  top=0pt,
  bottom=0pt,
  overlay={
    node[
      anchor=north east,
      text width=inwd,
      font=footnotesizettfamilycolor{mykey},
      inner ysep=2mm,
      inner xsep=0pt,
      outer sep=0pt
      ] 
      at (frame.north west)
      {};
  }
  listing engine=listing,
  listing options={
      aboveskip=1pt,
      belowskip=1pt,
      basicstyle=footnotesizettfamily,
      language=Python,
      keywordstyle=color{mykey},
      showstringspaces=false,
      stringstyle=color{mygreen}
    },
}
newtcblisting{pyout}[1][theipythcntr]{
  sharp corners,
  enlarge left by=inwd,
  width=linewidth-inwd,
  enhanced,
  boxrule=0pt,
  colback=white,
  listing only,
  top=0pt,
  bottom=0pt,
  overlay={
    node[
      anchor=north east,
      text width=inwd,
      font=footnotesizettfamilycolor{mykey},
      inner ysep=2mm,
      inner xsep=0pt,
      outer sep=0pt
      ] 
      at (frame.north west)
      {setcounter{ipythcntr}{value{ipythcntr}}Out#1:};
  }
  listing engine=listing,
  listing options={
      aboveskip=1pt,
      belowskip=1pt,
      basicstyle=footnotesizettfamily,
      language=Python,
      keywordstyle=color{mykey},
      showstringspaces=false,
      stringstyle=color{mygreen}
    },
}


begin{document}

begin{pyin}
print("Hello world")
end{pyin}

begin{pyprint}
Hello world
end{pyprint}

And here we also have a return value in the last line of the input cell.
begin{pyin}[labelOfTheSecondInput]
def twicify(arg):
    print("Received:", arg, "- Will double now...")
    return 2 * arg
twicify(1)
end{pyin}

begin{pyprint}
Received: 1 - Will double now...
end{pyprint}

begin{pyout}
2
end{pyout}

You can also reference the labeled input ref{labelOfTheSecondInput}.
begin{pyin}
"and the counter will automatically do the right thing :)"
end{pyin}
begin{pyout}
'and the counter will automatically do the right thing :)'
end{pyout}

end{document}

I used moredelims option of the lstlisting package to get similar output but without boxes. If you need to document IPython shell, this may useful as you don't need so many begin{} and end{} statements, instead just copy from IPython shell, and replace the number inside the square brackets with a colon, i.e. In[9] changes to In[:], after pasting in the document.

Here is the MWE

documentclass[a4paper, 11pt, onecolumn, openany, oneside]{article}
usepackage[svgnames]{xcolor}
usepackage[many]{tcolorbox}
tcbuselibrary{listings}
definecolor{ared}{rgb}{.647,.129,.149}

definecolor{Dark}{gray}{.2}
definecolor{MedDark}{gray}{.4}
definecolor{Medium}{gray}{.6}
definecolor{Light}{gray}{.8}

definecolor{codegreen}{rgb}{0,0.6,0}
definecolor{codered}{rgb}{0.6,0.1,0}
definecolor{codegray}{rgb}{0.5,0.5,0.5}
definecolor{codepurple}{rgb}{0.58,0,0.82}
definecolor{backcolour}{rgb}{0.95,0.95,0.92}
definecolor{lightgray}{gray}{0.95}
definecolor{codeblue}{rgb}{0.117,0.403,0.713}

% IPython
newcounter{ipythcntr}
renewcommand{theipythcntr}{texttt{[arabic{ipythcntr}]}}
newcommand{ipin}[1][]{
    stepcounter{ipythcntr}
    hspace{-10pt}
    color{codeblue}In  theipythcntr}
newcommand{ipout}[1][theipythcntr]{
    hspace{-10pt}
    color{codered}Out theipythcntr}
lstset{
    language=Python, 
    moredelim=[is][ipin]{In[}{]},
    moredelim=[is][ipout]{Out[}{]},
    backgroundcolor=color{lightgray},
    commentstyle=color{codegreen},
    xleftmargin = 8pt,
    basicstyle=footnotesizettfamily,
    keywordstyle=color{codeblue},
    showstringspaces=false,
}
begin{document}

begin{lstlisting}[caption=MWE]
# Add two numbers
In[:] 9 + 3
Out[:] 12
# Multiline output
In[:] for i in range(4):
      print(i**2-1)
    -1
    0
    3
    8
end{lstlisting}
end{document}