I was told NEVER, NEVER do that. It will blow a seal, water can get in the gun from the co2 and the c02 will be used up anyways when you try to used it. I have a daisy 1200 and i lot of people left the change c02 in there and mess up the seal. On that gun you can see and fix the seal but i would not do that on most airgun.
If you want to have some thing ready at all times you can get a RepeatAir 1077 leave the 12shot mag in the gun and leave a c02 in there not lock in just droped in and when you need it you just turn the thing to lock the co2 in and cock it.
also think of it like this would you leave a pump up or a spring gun or a real gun cock and locked for that long?