From 85b83e174583101506713ee5045ee8df632fd407 Mon Sep 17 00:00:00 2001
From: Michael Krabbe Borregaard <mkborregaard@snm.ku.dk>
Date: Tue, 30 Oct 2018 11:40:25 +0100
Subject: [PATCH] add portfoliocomposition

---
 src/examples.jl | 18 ++++++++++++++++++
 src/recipes.jl  | 22 ++++++++++++++++++++++
 2 files changed, 40 insertions(+)

diff --git a/src/examples.jl b/src/examples.jl
index 7050b1e3..acb6688e 100644
--- a/src/examples.jl
+++ b/src/examples.jl
@@ -435,6 +435,22 @@ each line segment or marker in the plot.
     end)]
 ),
 
+PlotExample("Portfolio Composition maps",
+"""
+see: http://stackoverflow.com/a/37732384/5075246
+""",
+    [:(begin
+    tickers = ["IBM", "Google", "Apple", "Intel"]
+    N = 10
+    D = length(tickers)
+    weights = rand(N,D)
+    weights ./= sum(weights, 2)
+    returns = sort!((1:N) + D*randn(N))
+
+    portfoliocomposition(weights, returns, labels = permutedims(tickers))
+    end)]
+),
+
 ]
 
 # Some constants for PlotDocs and PlotReferenceImages
@@ -446,6 +462,8 @@ _backend_skips = Dict(
     :pgfplots => [2, 5, 6, 10, 16, 20, 22, 23, 25, 28, 30],
 )
 
+
+
 # ---------------------------------------------------------------------------------
 
 # make and display one plot
diff --git a/src/recipes.jl b/src/recipes.jl
index 6ac0d11d..4b513a4b 100644
--- a/src/recipes.jl
+++ b/src/recipes.jl
@@ -1131,3 +1131,25 @@ end
     title := string(grad.args[1])
     z
 end
+
+
+# Moved in from PlotRecipes - see: http://stackoverflow.com/a/37732384/5075246
+@userplot PortfolioComposition
+
+# this shows the shifting composition of a basket of something over a variable
+# - "returns" are the dependent variable
+# - "weights" are a matrix where the ith column is the composition for returns[i]
+# - since each polygon is its own series, you can assign labels easily
+@recipe function f(pc::PortfolioComposition)
+    weights, returns = pc.args
+    n = length(returns)
+    weights = cumsum(weights,2)
+    seriestype := :shape
+
+	# create a filled polygon for each item
+    for c=1:size(weights,2)
+        sx = vcat(weights[:,c], c==1 ? zeros(n) : reverse(weights[:,c-1]))
+        sy = vcat(returns, reverse(returns))
+        @series Plots.isvertical(plotattributes) ? (sx, sy) : (sy, sx)
+    end
+end