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To insert source code with syntax highlighting, one possibility is to use the Listings package.

The Listings package supports a huge number of languages: ABAP, IDL, Plasm, ACSL, inform, POV, Ada, Java, Prolog, Algol, JVMIS, Promela, Ant, ksh, Python, Assembler, Lisp, R, Awk, Logo, Reduce, bash, make, Rexx, Basic, Mathematica1, RSL, C, Matlab, Ruby, C++, Mercury, S, Caml, MetaPost, SAS, Clean, Miranda, Scilab, Cobol, Mizar, sh, Comal, ML, SHELXL, csh, Modula-2, Simula, Delphi, MuPAD, SQL, Eiffel, NASTRAN, tcl, Elan, Oberon-2, TeX, erlang, OCL, VBScript, Euphoria, Octave, Verilog, Fortran, Oz, VHDL, GCL, Pascal, VRML, Gnuplot, Perl, XML, Haskell, PHP, XSLT, HTML, and PL/I.

To use the Listings package, first define the package in the preamble.

\usepackage{listings}

Second, define the language to use, anywhere in the document.

\lstset{language=Python}

Finally, insert the source code.

1. write code within your document

   \begin{lstlisting}
   put your code here
   \end{lstlisting}

2. import the code from other file

   \lstinputlisting{source_filename.py}

For more information, read

1. PDF by Carsten Heinz
2. Listings package on CTAN