Fill area between two lines, with high/low and dates

Question

Forword: I provide a reasonably satisfactory answer to my own question. I understand this is acceptable practice. Naturally my hope is to invite suggestions and improvements.

Answer 1

I actually had the same question some time ago and here is the related post. It defines a function finding the intersections between two lines and an other function which takes a dataframe in input and then colors the space between the two columns using matplotand polygon

EDIT

Here is the code, modified a bit to allow the last polygon to be plotted

set.seed(123456789)
dat <- data.frame(
Date  = seq.Date(as.Date("1950-01-01"), by = "1 month", length.out = 12*10),
Stocks = 100 + c(0, cumsum(runif(12*10-1, -30, 30))),
Bonds = 100 + c(0, cumsum(runif(12*10-1, -5, 5))))

intersects <- function(x1, x2) {
    seg1 <- which(!!diff(x1 > x2))     # location of first point in crossing segments
    above <- x2[seg1] > x1[seg1]       # which curve is above prior to crossing
    slope1 <- x1[seg1+1] - x1[seg1]
    slope2 <- x2[seg1+1] - x2[seg1]
    x <- seg1 + ((x2[seg1] - x1[seg1]) / (slope1 - slope2))
    y <- x1[seg1] + slope1*(x - seg1)
    data.frame(x=x, y=y, pindex=seg1, pabove=(1:2)[above+1L]) 
 # pabove is greater curve prior to crossing
}

fillColor <- function(data, addLines=TRUE) {
## Find points of intersections
ints <- intersects(data[,2], data[,3]) # because the first column is for Dates
intervals <- findInterval(1:nrow(data), c(0, ints$x))

## Make plot
matplot(data, type="n", col=2:3, lty=1, lwd=4,xaxt='n',xlab='Date')
axis(1,at=seq(1,dim(data)[1],length.out=12),
labels=data[,1][seq(1,dim(data)[1],length.out=12)])
legend("topright", c(colnames(data)[2], colnames(data)[3]), col=3:2, lty=1, lwd=2)

## Draw the polygons
for (i in seq_along(table(intervals))) {
    xstart <- ifelse(i == 1, 0, ints$x[i-1])
    ystart <- ifelse(i == 1, data[1,2], ints$y[i-1])
    xend <- ints$x[i]
    yend <- ints$y[i]
    x <- seq(nrow(data))[intervals == i]
    polygon(c(xstart, x, xend, rev(x)), c(ystart, data[x,2], yend, rev(data[x,3])),
col=ints$pabove[i]%%2+2)
}

# add end of plot

xstart <- ints[dim(ints)[1],1]
ystart <- ints[dim(ints)[1],2]
xend <- nrow(data)
yend <- data[dim(data)[1],2]
x <- seq(nrow(data))[intervals == max(intervals)]
polygon(c(xstart, x, xend, rev(x)), c(ystart, data[x,2], yend, rev(data[x,3])),
col=ints[dim(ints)[1]-1,4]%%2+2)

## Add lines for curves
if (addLines)
    invisible(lapply(1:2, function(x) lines(seq(nrow(data)), data[,x], col=x%%2+2, lwd=2)))
}

## Plot the data
fillColor(dat,FALSE)

and the final result is this (with the same data used for the question)