Построение временных рядов с использованием боке

Вы имели в виду нечто подобное? (работает для Bokeh v1.0.4)

import pandas as pd
import numpy as np
from bokeh.models import ColumnDataSource
from bokeh.plotting import figure, show

bools = [0, 1, 0, 0, 1, 1, 0, 1, 1, 0, 0, 1]
colors = ['red' if bool == 0 else 'blue' for bool in bools]

df = pd.DataFrame(data = np.random.rand(len(bools), 1), columns = ['close_price'], index = pd.date_range(start = '01-01-2015', periods = len(bools), freq = 'd'))

xs, ys = [], []
for xs_value, ys_value in zip(df.index.values, df['close_price'].values):
    if len(xs) > 0 and len(ys) > 0:
        xs.append([xs[-1][1], xs_value])
        ys.append([ys[-1][1], ys_value])
    else:
        xs.append([xs_value, xs_value])
        ys.append([ys_value, ys_value])

source = ColumnDataSource(dict(xs = xs, ys = ys, color = colors))

p = figure(width = 500, height = 300, x_axis_type = "datetime")
p.multi_line(xs = 'xs',
             ys = 'ys',
             color = 'color',
             source = source,
             line_width = 3)
show(p)

Результат: