The symbolism of color is the same across the board in the Western culture, so you may see that, whether it is applied to a fan or to a ribbon, dress, or curtain, the color is what is sending out the message, not the object itself.
However- there is a specific language for fans, which is not in their color, but in the way it is waved, placed, and employed.
Click on the two links I am providing and you will get the entire symbolism of colors. Each color has a specific symbol representing an emotion, an event, or an idea.
On the second link there is the chart of the language of the hand fan as used in Victorian times. I believe both can help you.
**I would also include in your homework the previous editor's answer, because it has great information on how the fan is used in the play, and it gives a lot of insight into the story aside from the symbolism of fans themselves "*