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