documentclass{article}
usepackage{listings}

makeatletter
defapp@exe{immediatewrite18}
deflistDir#1{%
  app@exe{ls #1/* | xargs cat >> jobname.tmp}%
  lstinputlisting{jobname.tmp}
  AtEndDocument{app@exe{rm -f #1/jobname.tmp}}}
makeatother

begin{document}

listDir{your_directory}

end{document}

app@exe{cmd /c dir /b * > jobname.tmp}%
AtEndOfDocument{app@exe{rm -f #1/jobname.tmp}}}

documentclass{article}
usepackage[cache=false]{minted}
usepackage{listings}
usepackage{pgffor}
usepackage{pgfplotstable}
usemintedstyle{friendly} % Python Code Style

makeatletter
defapp@exe{immediatewrite18}
defcreateData#1{%
  app@exe{cmd /c dir /b *.py > jobname.dat}%
    AtEndDocument{app@exe{cmd rm -f #1/jobname.dat}}}
makeatother


begin{document}

createData{.}% from the current dir
pgfplotstableread[header=false]{jobname.dat}{mytable}
pgfplotstablegetrowsof{mytable}
pgfmathsetmacro{rows}{pgfplotsretval-1}

foreach i in {0,...,rows} {
                pgfplotstablegetelem{i}{[index]0}ofmytable
        subsection*{Source code for textsf{pgfplotsretval}}
                inputminted[
                                        frame=lines,
                                        framesep=2mm,
                                        baselinestretch=1.2,
                                        %bgcolor=gray,
                                        fontsize=footnotesize,
                                        linenos
                                        ]
                                        {python}{pgfplotsretval}
}

end{document}