Latex Citation in matplotlib Legend
Check out tikzplotlib (a project of mine). You can use it to save matplotlib figures as TikZ/Pgfplots which retains a lot of informations and which are very easily editable. Adding a BibTeX citation as a legend is no problem at all.
This can be done using the matplotlib pgf backend for python. The python file for generating the graph is as follows:
import numpy as np
import matplotlib as mpl
mpl.use('pgf')
import matplotlib.pyplot as plt
x = np.linspace(0., 1., num=100)
y = x**2
plt.plot(x, y, label=r'Data \cite{<key>}')
plt.legend(loc=0)
plt.savefig('fig.pgf')
The pgf file can then be utilized in a latex paper as such:
\documentclass[letterpaper,10pt]{article}
\usepackage[utf8x]{inputenc}
\usepackage{pgf}
\begin{document}
\begin{figure}
\centering
\input{fig.pgf}
\caption{Test Figure}
\end{figure}
\end{document}
Whenever the latex file is compiled, the citation in the legend will be updated automatically.