In order to rotate the labels e.g. by 90 degrees to the left, you can set major_label_orientation to π/2. This can be done either when creating the axis element (as a kwarg to the axis constructor if you are using low level plotting) or also after you have created a plot/figure, for instance by:
p.xaxis.major_label_orientation = math.pi/2
# or alternatively:
p.xaxis.major_label_orientation = "vertical"
See also this example in the documentation.