pub fn compose(
legs: &[(&ReturnSeries, Decimal)],
capital: Decimal,
) -> Result<CompositionResult, MetricsError>Expand description
Compose multiple return series into a portfolio equity curve.
legs is a slice of (return series, weight) pairs.
capital is the starting portfolio value.
All legs must have the same frequency. Weights must sum to 1.0 (within tolerance).