I based Pinkie off the Marwari, more specifically the Natchni.

The Marwari horse is a riding horse; it may also be used for shows, horse safaris, sport, ceremonial & religious purposes, and during earlier days in war. They are particularly suited to dressage, in part due to a natural tendency to perform. Marwari horses are also used to play polo, sometimes playing against Thoroughbreds. Within the Marwari horse breed was a strain known as the Natchni, believed by local people to be “born to dance”. Decorated in silver, jewels, and bells, these horses were trained to perform complex prancing and leaping movements at many ceremonies, including weddings.