Your example is not complete. I don't understand the value variable that you are iterating over, or how it affects the different plots you are making.
I would guess that the problem is that you have a list of tuples of handles for value_plot, instead of a list of handles. Note that each of the plot_date commands returns a length=1 tuple of lines. So you should pick out the first item of each tuple, and you probably only need the 1st item of the value_plot list, since you only give 3 labels.
PS Sorry if somebody already responded; I get my list mail in digests.
From: Adam Mercer <ramercer@...287...>
Date: October 27, 2011 6:12:50 AM PDT
Subject: [Matplotlib-users] Legend and proxy artists
I have recently updated to Matplotlib-1.1.0 and now one of my scripts
displays the following warning:
UserWarning: Legend does not support [[<matplotlib.lines.Line2D object
Use proxy artist instead.
The link it refers to doesn't seem to be much help, and I can't see
what I need to do in order to correctly display the legend. Below is
the appropriate plotting section of my script, could anyone offer
suggestions as to how to correctly display the legend?
# plot size, scale by golden ratio
fig = pyplot.figure()
fig.set_size_inches(10, 10 / ((1 + math.sqrt(5)) / 2))
date_axes = fig.add_subplot(111)
# setup secondary axes
value_axes = date_axes.twinx()
# set plot labels
# produce plot
morning_plot = date_axes.plot_date(morning[:,0], morning[:,1], 'bo-', ms=4)
evening_plot = date_axes.plot_date(evening[:,0], evening[:,1], 'go-', ms=4)
value_plot = 
for v in value:
value_plot.append(value_axes.plot_date(w[:,0], w[:,1], 'ro-', ms=4))
date_axes.legend(([morning_plot], [evening_plot], [value_plot]),
("Morning", "Evening", "Value"),
numpoints=1, loc=0, borderpad=1, shadow=True, fancybox=True)
# save plot