如何结合循环函数在windrose图中添加图例？

import matplotlib.pyplot as plt
import numpy as np

# 创建windrose图
ax = plt.subplot(111, projection='windrose')

# 设置风向和风速数据
directions = np.array([0, 45, 90, 135, 180, 225, 270, 315])
speeds = np.array([2, 4, 6, 8, 10, 12, 14, 16])

# 循环函数添加图例
for i in range(len(directions)):
    ax.bar(directions[i], speeds[i], normed=True, opening=0.8, edgecolor='white')

    # 添加图例
    ax.legend(['Data Set {}'.format(i+1)])

# 显示图形
plt.show()