[Python] How to place on a caption on a code-generated figure in Markdown

The answers I have seen for figure captions assume you're inserting an image file. In my case I'm generating a plot with code and would like to be able to put a caption on it.

I'm working in R Studio but the code itself is Python. Using Pandoc to ultimately generate a pdf.

So if I have this code chunk

```{python residual_predicted_plot, echo=FALSE}
fig, ax = plt.subplots(figsize=(5,3))
sns.scatterplot(x=model3.predict(), y=model3.resid, ax=ax)
xlim = ax.get_xlim()
ax.axvline(x=xlim[0] + 1/3*(xlim[1]-xlim[0]), color='orchid', linestyle='--')
ax.axvline(x=xlim[0] + 2/3*(xlim[1]-xlim[0]), color='orchid', linestyle='--')
ax.axhline(y=0, color='orchid', linestyle='--')
ax.set_xlabel('$\hat{y}$')
ax.set_ylabel('$\epsilon$')
ax.set_title('Residual vs. Predicted Scatterplot')

plt.show()
```


It produces this plot



How can I get a caption associated with it?

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