You could use annotate:
plt.annotate(' ',xy=(0, 0), # theta, radius
xytext = (-np.pi/10,len(data)/6.),
textcoords='data',
arrowprops=dict(facecolor='red', shrink=0.05))
plt.annotate(' ',xy=(np.pi/4.2, 1.355*max(r)), # theta, radius
xytext = (np.pi/4.2, 1.2*max(r)),
textcoords='data',
arrowprops=dict(facecolor='blue', shrink=0.05))
Or you can use plot:
rmax = ax.get_rmax()
theta_startstop = [2*[-np.pi/10],2*[np.pi/4.2]]
r_startstop = [[0,0.1*rmax],[0.9*rmax,rmax]]
notchcolor = ['red', 'blue']
for i in range(len(r_startstop)):
ax.plot(np.array(theta_startstop[i]), np.array(r_startstop[i]),
lw=3, c=notchcolor[i])
ax.set_rmax(rmax)
The result will be: