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pythontex
A LaTeX package that executes Python and other code in LaTeX documents, and includes the output
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gpoore/pythontex to execute python code in LaTeX documents.
Not tied to LaTeX, there is the simple nedbat/cog, which you can use with markdown for example.
And maybe take a look at executablebooks/jupyter-book.
NOTE:
The number of mentions on this list indicates mentions on common posts plus user suggested alternatives.
Hence, a higher number means a more popular project.