You can pass just left or right to set_xlim:
plt.gca().set_xlim(left=0)
For the y axis, use bottom or top:
plt.gca().set_ylim(bottom=0)
Important note: “you must use the functions AFTER you have plotted the data. If you don’t do this, it will use the default 0 for left/bottom and 1 for top/right.” – Luc’s answer.