added risk.py

risk.py

@@ -0,0 +1,35 @@
+from __future__ import annotations
+
+import datetime as dt
+
+
+class RiskManager:
+    def __init__(self, daily_loss_limit: float, max_consecutive_losses: int):
+        self.daily_loss_limit = float(daily_loss_limit)
+        self.max_consecutive_losses = int(max_consecutive_losses)
+        self._day = dt.date.today()
+        self._daily_pnl = 0.0
+        self._consec_losses = 0
+
+    def _roll_day(self) -> None:
+        today = dt.date.today()
+        if today != self._day:
+            self._day = today
+            self._daily_pnl = 0.0
+            self._consec_losses = 0
+
+    def trading_halted(self) -> bool:
+        self._roll_day()
+        if self._daily_pnl <= -self.daily_loss_limit:
+            return True
+        if self._consec_losses >= self.max_consecutive_losses:
+            return True
+        return False
+
+    def record_trade_result(self, pnl: float) -> None:
+        self._roll_day()
+        self._daily_pnl += float(pnl)
+        if pnl < 0:
+            self._consec_losses += 1
+        else:
+            self._consec_losses = 0