add classifier, improve model naming scheme

freqtrade/freqai/prediction_models/BaseRegressionModel.py

@@ -19,15 +19,6 @@ class BaseRegressionModel(IFreqaiModel):
     such as prediction_models/CatboostPredictionModel.py for guidance.
     """
 
-    def return_values(self, dataframe: DataFrame) -> DataFrame:
-        """
-        User uses this function to add any additional return values to the dataframe.
-        e.g.
-        dataframe['volatility'] = dk.volatility_values
-        """
-
-        return dataframe
-
     def train(
         self, unfiltered_dataframe: DataFrame, pair: str, dk: FreqaiDataKitchen
     ) -> Any:

freqtrade/freqai/prediction_models/BaseTensorFlowModel.py

@@ -16,15 +16,6 @@ class BaseTensorFlowModel(IFreqaiModel):
     User *must* inherit from this class and set fit() and predict().
     """
 
-    def return_values(self, dataframe: DataFrame) -> DataFrame:
-        """
-        User uses this function to add any additional return values to the dataframe.
-        e.g.
-        dataframe['volatility'] = dk.volatility_values
-        """
-
-        return dataframe
-
     def train(
         self, unfiltered_dataframe: DataFrame, pair: str, dk: FreqaiDataKitchen
     ) -> Any:

freqtrade/freqai/prediction_models/CatboostClassifier.py

@@ -0,0 +1,44 @@
+import logging
+from typing import Any, Dict
+
+from catboost import CatBoostClassifier, Pool
+
+from freqtrade.freqai.prediction_models.BaseRegressionModel import BaseRegressionModel
+
+
+logger = logging.getLogger(__name__)
+
+
+class CatboostClassifier(BaseRegressionModel):
+    """
+    User created prediction model. The class needs to override three necessary
+    functions, predict(), train(), fit(). The class inherits ModelHandler which
+    has its own DataHandler where data is held, saved, loaded, and managed.
+    """
+
+    def fit(self, data_dictionary: Dict) -> Any:
+        """
+        User sets up the training and test data to fit their desired model here
+        :params:
+        :data_dictionary: the dictionary constructed by DataHandler to hold
+        all the training and test data/labels.
+        """
+
+        train_data = Pool(
+            data=data_dictionary["train_features"],
+            label=data_dictionary["train_labels"],
+            weight=data_dictionary["train_weights"],
+        )
+
+        cbr = CatBoostClassifier(
+            allow_writing_files=False,
+            gpu_ram_part=0.5,
+            verbose=100,
+            early_stopping_rounds=400,
+            loss_function='MultiClass',
+            **self.model_training_parameters,
+        )
+
+        cbr.fit(train_data)
+
+        return cbr

freqtrade/freqai/prediction_models/CatboostRegressor.py

@@ -10,7 +10,7 @@ from freqtrade.freqai.prediction_models.BaseRegressionModel import BaseRegressio
 logger = logging.getLogger(__name__)
 
 
-class CatboostPredictionModel(BaseRegressionModel):
+class CatboostRegressor(BaseRegressionModel):
     """
     User created prediction model. The class needs to override three necessary
     functions, predict(), train(), fit(). The class inherits ModelHandler which

freqtrade/freqai/prediction_models/CatboostRegressorMultiTarget.py

@@ -10,7 +10,7 @@ from freqtrade.freqai.prediction_models.BaseRegressionModel import BaseRegressio
 logger = logging.getLogger(__name__)
 
 
-class CatboostPredictionMultiModel(BaseRegressionModel):
+class CatboostRegressorMultiTarget(BaseRegressionModel):
     """
     User created prediction model. The class needs to override three necessary
     functions, predict(), train(), fit(). The class inherits ModelHandler which

freqtrade/freqai/prediction_models/LightGBMRegressor.py

@@ -9,7 +9,7 @@ from freqtrade.freqai.prediction_models.BaseRegressionModel import BaseRegressio
 logger = logging.getLogger(__name__)
 
 
-class LightGBMPredictionModel(BaseRegressionModel):
+class LightGBMRegressor(BaseRegressionModel):
     """
     User created prediction model. The class needs to override three necessary
     functions, predict(), train(), fit(). The class inherits ModelHandler which

freqtrade/freqai/prediction_models/LightGBMRegressorMultiTarget.py

@@ -10,7 +10,7 @@ from freqtrade.freqai.prediction_models.BaseRegressionModel import BaseRegressio
 logger = logging.getLogger(__name__)
 
 
-class LightGBMPredictionMultiModel(BaseRegressionModel):
+class LightGBMRegressorMultiTarget(BaseRegressionModel):
     """
     User created prediction model. The class needs to override three necessary
     functions, predict(), train(), fit(). The class inherits ModelHandler which