Function compose_mixed 

pub fn compose_mixed(
    series: &[ReturnSeries],
    weights: &[Decimal],
    options: &ComposeOptions,
) -> Result<MixedCompositionResult, MetricsError>

Compose multiple return series of potentially different frequencies.

Lower-frequency legs are forward-filled: the last known return value is carried forward until the next observation. This avoids the zero-fill bias that understates volatility and overstates Sharpe.

series and weights must have the same length.