multi target classifier working but not for parallel

freqtrade/freqai/prediction_models/CatboostClassifierMultiTarget.py

@@ -0,0 +1,55 @@
+import logging
+import sys
+from pathlib import Path
+from typing import Any, Dict
+
+from catboost import CatBoostClassifier, Pool
+
+from freqtrade.freqai.base_models.BaseClassifierModel import BaseClassifierModel
+from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
+
+
+logger = logging.getLogger(__name__)
+
+
+class CatboostClassifier(BaseClassifierModel):
+    """
+    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, dk: FreqaiDataKitchen, **kwargs) -> Any:
+        """
+        User sets up the training and test data to fit their desired model here
+        :param 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"],
+        )
+        if self.freqai_info.get("data_split_parameters", {}).get("test_size", 0.1) == 0:
+            test_data = None
+        else:
+            test_data = Pool(
+                data=data_dictionary["test_features"],
+                label=data_dictionary["test_labels"],
+                weight=data_dictionary["test_weights"],
+            )
+
+        cbr = CatBoostClassifier(
+            allow_writing_files=True,
+            loss_function='MultiClass',
+            train_dir=Path(dk.data_path),
+            **self.model_training_parameters,
+        )
+
+        init_model = self.get_init_model(dk.pair)
+
+        cbr.fit(X=train_data, eval_set=test_data, init_model=init_model,
+                log_cout=sys.stdout, log_cerr=sys.stderr)
+
+        return cbr