title: Highlighting regime changes in matplotlib
body: <p>I have a simple matplotlib line chart displaying four timeseries. What I'd like to do is annotate it in two ways:</p>
  <ol>
  <li>Change the background color of a region of the plot where there's a different regime, e.g. high volatility period has a light blue rectangle behind the plot</li>
  <li>add a green up arrow and a red down arrow at key points in the graph (showing where orders are placed)</li>
  </ol>
  <p>I think I know how to add the arrows (see below) but have no idea how to do the &quot;on/off&quot; regions. Any recommendations?</p>
  <pre><code>plt.plot(datetime.datetime(2020, 9, 13, 5, 0, 0), 10400, marker=r'$\uparrow$')
  </code></pre>