import numpy as np
import pandas as pd

dates = pd.date_range('20000101', periods=800)
df = pd.DataFrame(index=dates)
df['A'] = np.cumsum(np.random.randn(800)) 
df['B'] = np.random.randint(-1,2,size=800)

dates = pd.date_range('20000101', periods=800)
df = pd.DataFrame(index=dates)
df['A'] = np.cumsum(np.random.randn(800)) 
df['B'] = np.random.randint(-1,2,size=800)
df['i'] = range(1,801)

# getting the row where those values are true wit the 'i' value
zeros = df[df['B']== 0]['i'] 
pos_1 = df[df['B']==1]['i']
neg_1 = df[df['B']==-1]['i']

ax = df.A.plot()

for x in zeros:
 ax.axvline(df.index[x], color='y',linewidth=5,alpha=0.03)
for x in pos_1:
  ax.axvline(df.index[x], color='g',linewidth=5,alpha=0.03)
for x in neg_1:
  ax.axvline(df.index[x], color='r',linewidth=5,alpha=0.03)