My jinja2 template for customized latex format from nbconvert..

ipy2tex_converter.tplx

%((*- extends 'style_ipython.tplx' -*))

% 1. CHANGE DOCUMENTCLASS TO STANDALONE
((* block docclass *))
\documentclass[float=false, crop=false, 11pt]{standalone}
((* endblock docclass *))



% 2. REMOVE PREAMBLE AND REPLACE WITH STYLE FILE INCLUSION
((* block packages *))
\usepackage{../myipy2tex}  % NOTE WE ARE ASSSUMING THE STYLE FILE TO BE ONE FOLDER ABOVE
\usepackage[breakable]{tcolorbox}

% if you need to cross reference to any raw tex file from this resultant tex file you  need to refer them here..
% it is not needed when you compile main.tex but make sure the labels are unique
\ifstandalone
\usepackage{xr-hyper} % Needed for external references
\externaldocument{"24. Confidence Intervals - Theory"} 
\fi
 
((* endblock packages *))
((* block definitions *))

    % Exact colors from NB
    \definecolor{incolor}{rgb}{0.0, 0.0, 0.5}
    \definecolor{outcolor}{rgb}{0.545, 0.0, 0.0}
    
    % to create background box for code cells..
    % https://github.com/t-makaro/nb_pdf_template/blob/master/nb_pdf_template/templates/style_jupyter.tplx
    % Exact colors from NB
    ((*- block style_colors *))
    \definecolor{incolor}{HTML}{303F9F}
    \definecolor{outcolor}{HTML}{D84315}
    \definecolor{cellborder}{HTML}{CFCFCF}
    \definecolor{cellbackground}{HTML}{F7F7F7}
    ((*- endblock style_colors *))
    
    % environments
    ((*- block style_environments *))
    \newenvironment{InVerbatim}{\VerbatimEnvironment%
        \begin{tcolorbox}[breakable, size=fbox, boxrule=1pt, pad at break*=1mm,
            colback=cellbackground, colframe=cellborder]
            \begin{Verbatim}
            }{
            \end{Verbatim}
        \end{tcolorbox}
    }    
    \newenvironment{OutVerbatim}{\VerbatimEnvironment%
        \begin{tcolorbox}[breakable, boxrule=.5pt, size=fbox, pad at break*=1mm, opacityfill=0]
            \begin{Verbatim}
            }{
            \end{Verbatim}
        \end{tcolorbox}
    }
    ((* endblock style_environments *))

((* endblock definitions *))
((* block commands *))
((* endblock commands *))




% 3. BELOW STUFF ARE JUST FOR CODE CELL CORRECTIONS TO GET LINES WRAPPED PROPERLY..
%===============================================================================
% Input
%===============================================================================

((* block input scoped *))
   ((( custom_add_prompt(cell.source | wrap_text(88) | highlight_code(strip_verbatim=True), cell, 'In ', 'incolor') )))
((* endblock input *))

%===============================================================================
% Output
%===============================================================================

% Display stream ouput with coloring
((* block stream *))
    \begin{Verbatim}[commandchars=\\\{\},fontsize=\footnotesize]
((( output.text | wrap_text(86) | escape_latex | ansi2latex )))
    \end{Verbatim}
((* endblock stream *))

%==============================================================================
% Define macro custom_add_prompt() (derived from add_prompt() macro in style_ipython.tplx)
%==============================================================================

((* macro custom_add_prompt(text, cell, prompt, prompt_color) -*))
    ((*- if cell.execution_count is defined -*))
    ((*- set execution_count = "" ~ (cell.execution_count | replace(None, " ")) -*))
    ((*- else -*))
    ((*- set execution_count = " " -*))
    ((*- endif -*))
    ((*- set indention =  " " * (execution_count | length + 7) -*))
\begin{Verbatim}[commandchars=\\\{\},fontsize=\scriptsize]
((( text | add_prompts(first='{\color{' ~ prompt_color ~ '}' ~ prompt ~ '[{\\color{' ~ prompt_color ~ '}' ~ execution_count ~ '}]:} ', cont=indention) )))
\end{Verbatim}
((*- endmacro *))

Currently the code cells bg are still not greyed with a box like in notebook.. to be fixed..

I figure here is maybe a more appropriate place to have this conversation.

I pass a value of "In" and add the space later where needed. If you blank out the repygments block from my template, then everything else in style_jupyter.tplx is required for it to work (there were many small artifacts that I had to correct). After thinking about it, I might be able to move repygments up a level.

Text wrapping like you've done in line 71 won't work properly (syntax highlighting will be wrong).

I don't really see anything that would conflict with my template here. Presumably it's all in \usepackage{../myipy2tex}.

I am planning to add that ((* block stream *)) to my template already. It should be out later this week.