Pyplot refuses to show grid - python

I have a python script that has 3 functions that plot data. 2 of them show gridlines by using ax.grid(b=True). One however, doesn't. Even after I spammed ax.grid(b=True) all over the place... I must be doing something wrong, but what?
def plotMSEProgress(times, bestScores, scores, xsplit=0, window=1):
plot, ax = plt.subplots(figsize=(20,10), num=1)
ax.grid(b=True, which='both')
# plot = plt.figure(window)
plt.ion()
plt.minorticks_on()
ax.grid(b=True, which='both')
plt.show()
plt.clf()
if xsplit:
plt.axvline(x=xsplit, color='g')
plot = plt.plot_date(times, bestScores, '-', label="best score")
plot = plt.setp(plot, color='y', linewidth=1.0)
plot = plt.plot_date(times, scores, '-', label="score")
plot = plt.setp(plot, color='b', linewidth=1.0)
ax.grid(b=True, which='both')
plt.xlabel('time')
plt.ylabel('MSE')
plt.suptitle('MSE over time', fontsize=16)
plt.legend()
ax.grid(b=True, which='both')
plt.draw()
ax.grid(b=True, which='both')
plt.pause(0.001)
ax.grid(b=True, which='both')
plt.plot()
ax.grid(b=True, which='both')
Maybe it has something to do with plt.ion() ? Because I don't have that in the othe plotting functions that do show the grid.
I already tried this and this by adding the plt.minorticks_on(), but to no avail sadly.
Is there something obvious I'm missing? Or is there some other hidden incompatibility?
Screenshot of plot as requested:

Add in a call to plt.grid() inside your function, and remove extraneous code:
import matplotlib.pyplot as plt
import datetime
def plotMSEProgress(times, bestScores, scores, xsplit=0, window=1):
plot, ax = plt.subplots(figsize=(20,10), num=1)
plt.ion()
plt.clf()
if xsplit:
plt.axvline(x=xsplit, color='g')
plot = plt.plot_date(times, bestScores, '-', label="best score")
plot = plt.setp(plot, color='y', linewidth=1.0)
plot = plt.plot_date(times, scores, '-', label="score")
plot = plt.setp(plot, color='b', linewidth=1.0)
plt.minorticks_on()
plt.grid(which='major')
plt.grid(which='minor', linestyle = ':')
plt.xlabel('time')
plt.ylabel('MSE')
plt.suptitle('MSE over time', fontsize=16)
plt.legend(loc=2)
plt.draw()
plt.pause(0.001)
# Generate example data
base = datetime.datetime.today()
times = [base + datetime.timedelta(seconds=x) for x in range(0, 100)]
scores = np.random.rand(len(times))*30
bestScores = np.random.rand(len(times))*5
# Generate plot dynamically
for i in range(len(times)):
plotMSEProgress(times[0:i], bestScores[0:i], scores[0:i], xsplit=0, window=1)
This code generates a plot and dynamically updates it, all while showing the gridlines the whole time.

I think you have some unnecessary codes, which creates multiple plots. The first plot you had is empty but with grids and the later plots contain the data, but not the grids.
Try the code below. I commented some of your scripts and made it work.
def plotMSEProgress(times, bestScores, scores, xsplit=0, window=1):
plot, ax = plt.subplots(figsize=(20,10), num=1)
ax.grid(b=True, which='both')
# plot = plt.figure(window)
plt.ion()
plt.minorticks_on()
ax.grid(b=True, which='both')
# plt.show()
# plt.clf()
if xsplit:
plt.axvline(x=xsplit, color='g')
plot = plt.plot(times, bestScores, '-', label="best score") # you can change it back to plot_date
plot = plt.setp(plot, color='y', linewidth=1.0)
plot = plt.plot(times, scores, '-', label="score") # you can change it back to plot_date
plot = plt.setp(plot, color='b', linewidth=1.0)
ax.grid(b=True, which='both')
plt.xlabel('time')
plt.ylabel('MSE')
plt.suptitle('MSE over time', fontsize=16)
plt.legend()
ax.grid(b=True, which='both')
plt.draw()
ax.grid(b=True, which='both')
plt.pause(0.001)
ax.grid(b=True, which='both')
# plt.plot()
ax.grid(b=True, which='both')
times = list(range(0,100))
bestScores = list(range(100,200))
scores = list(range(150,250))
xsplit=0
window=1
plotMSEProgress(times, bestScores, scores, xsplit=0, window=1)

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First of all, i'm sorry for my bad english.
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Python: Suplots with secondary-axis

I wrote the following code below to do the following graph:
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ax.patch.set_facecolor('white')
ax.plot(df.index, df.X1.values, 'b',
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The data is here and the "Dates" to reproduce the gray bars here.
This is how you could create a 2x2 raster with twinx each:
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fig, ((ax1a, ax2a), (ax3a, ax4a)) = plt.subplots(2, 2)
ax1b = ax1a.twinx()
ax2b = ax2a.twinx()
ax3b = ax3a.twinx()
ax4b = ax4a.twinx()
ax1a.set_ylabel('ax1a')
ax2a.set_ylabel('ax2a')
ax3a.set_ylabel('ax3a')
ax4a.set_ylabel('ax4a')
ax1b.set_ylabel('ax1b')
ax2b.set_ylabel('ax2b')
ax3b.set_ylabel('ax3b')
ax4b.set_ylabel('ax4b')
plt.tight_layout()
plt.show()
Result:

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