CODE EXAMPLE FOR PYTHON

labs fill ggplot2

df <- data.frame(x=1:10,group=c(rep("a",5),rep("b",5)))

legend_title <- "OMG My Title"

ggplot(df, aes(x=x, fill=group)) + geom_density(alpha=.3) +   
    scale_fill_manual(legend_title,values=c("orange","red"))