Instead of the figure in the document, I get the matplotlib Figure repr, i.e. the memory address of the or what you get when you just print a Figure at the command line.
Version Info
Python: 3.6.4
TeXLive 2018
pythontex: 0.16
texfigure: master
matplotlib: 2.2.2
MWE
test_texfigure.tex
\documentclass{article}
\usepackage{pythontex}
\usepackage{graphicx}
\begin{document}
\begin{pycode}[manager]
import texfigure
manager = texfigure.Manager(pytex,'./')
\end{pycode}
\begin{pycode}[manager]
import matplotlib.pyplot as plt
fig = plt.figure()
ax = fig.gca()
ax.plot([1,2],[3,4])
Fig = manager.save_figure('Fig', fig)
Fig.caption = 'This is the caption'
\end{pycode}
\py[manager]|Fig|
\end{document}
and the resulting document looks like this,
