I belong to political party A and my friend belongs to party B. Whenever I present the fact with proper data, he still doesn't accept it telling some reasons not to accept the fact.
Is there any word for this kind of person?
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I'd suggest opinionated: it suggests not just having opinions, but that those opinions are unshakeable even in the teeth of compelling evidence.
If you want something a little more blunt, try pig-headed or bigoted.
I should say, though, that in the political context you mention, the term employed often depends on which side of the political spectrum is making the accusation: Luddite, bleeding heart, etc.
Your friend might be a sore loser/poor sport, i.e. someone who doesn't like to accept defeat and sticks to their guns even when they're proven wrong.
stick to one's guns; also stand by one's guns (chiefly AmEng)
Fig. to remain firm in one's convictions; to stand up for one's rights. (based on a soldier remaining in place to fire a gun even when all appears to be lost.)(emphasis is mine.)
To refuse to change one's beliefs or actions.
Etymology: based on the military meaning of stick to your guns (to continue shooting at an enemy although it puts you in great danger)
Also, consider hardliner
HARDLINER - Someone who sticks to established doctrines without consideration of falibility. also: dogmatic
It sounds like your friend is a hardliner and you'll never convince him.
Try adamant - not willing to change an opinion or decision or refusing to be persuaded or to change one’s mind.
In your case the guy does is not open to opinions because he's adamant.
It may have various reasons, may be the person is too egoistic to be able to accept someone else's belief..or he has an unreal, fantasized, false sense of superiority..or may be he is just biased and prejudiced. You can say having a jaundiced eye for being biased:
Having a jaundiced eye disallows his other senses to perceive a view different from his own.
Yes, there is, and it is:
According to Google, it means:
a person who does not believe in something, especially one who has no religious faith.
According to Dictionary.com, it means:
a person who lacks belief or faith, as in God, a religion, an idea, or an undertaking.
Some of these definitions lean towards religious nonbelievers, but if you used it in a sentence with a situation like yours,
Bob, a supporter of Ronald Brump, is a nonbeliever when it comes to true facts I tell him about who he is supporting.
It would not matter.
Ideologue "an often blindly partisan advocate or adherent of a particular ideology"
Most of these answers miss the mark to me... I interpret the strict question as "someone who will not listen to an opposing point of view no matter how well-argued or presented". On that basis, the best descriptions would be:
having a mind firmly unreceptive to new ideas or arguments:
narrow-minded and subjective; unwilling to understand another viewpoint.
... or any other "unreceptive" synonyms.
If you wanted to take a less accusatory tone than the existing answers ("bigoted" and "biased" are extremely laden terms), you could observe that your friend is stubborn, apparently refusing to accept the evidence in front of them because they are stuck in their ways or because they are embarrassed to be proven wrong.
However, I would also caution you against being stubborn yourself. Perhaps listen to the "reasons" your friend provided, and give those reasons the consideration they're due, before leaping to the conclusion that the only reason your friend disagrees with you is their party membership. Maybe you're the one who's wrong? Gaining awareness of our own biases is not easy, but you can at least try to limit the ways in which those biases could even potentially influence you, by not dismissing counter-arguments out of hand just because the arguee does not run in the same circles as you do.
You said it's a "fact" then the answer is the word wrong. Let's ignore that 'fact' and go with dissent.
dissent, verb –Google
hold or express opinions that are at variance with those previously, commonly, or officially expressed.
The title: "Word for someone who [dissents]?" A dissenter.