Plot_Regimes.py

sns.set(font_scale=1.5)
states = (pd.DataFrame(hidden_states, columns=['states'], index=X_test.index)
          .join(X_test, how='inner')
          .reset_index(drop=False)
          .rename(columns={'index':'Date'}))
states.head()

#suppressing warnings because of some issues with the font package
#in general, would not rec turning off warnings.
import warnings
warnings.filterwarnings("ignore")

sns.set_style('white', style_kwds)
order = [0, 1, 2]
fg = sns.FacetGrid(data=states, hue='states', hue_order=order,
                   palette=colors, aspect=1.31, height=12)
fg.map(plt.scatter, 'date', "close", alpha=0.8).add_legend()
sns.despine(offset=10)
fg.fig.suptitle('Historical SPY Regimes', fontsize=24, fontweight='demi')