add continual learning to catboost and friends

freqtrade/freqai/prediction_models/CatboostClassifier.py

@@ -2,7 +2,7 @@ import logging
 from typing import Any, Dict
 
 from catboost import CatBoostClassifier, Pool
-
+from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
 from freqtrade.freqai.prediction_models.BaseClassifierModel import BaseClassifierModel
 
 
@@ -16,7 +16,7 @@ class CatboostClassifier(BaseClassifierModel):
     has its own DataHandler where data is held, saved, loaded, and managed.
     """
 
-    def fit(self, data_dictionary: Dict) -> Any:
+    def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen) -> Any:
         """
         User sets up the training and test data to fit their desired model here
         :params:
@@ -36,6 +36,11 @@ class CatboostClassifier(BaseClassifierModel):
             **self.model_training_parameters,
         )
 
-        cbr.fit(train_data)
+        if dk.pair not in self.dd.model_dictionary or not self.continual_learning:
+            init_model = None
+        else:
+            init_model = self.dd.model_dictionary[dk.pair]
+
+        cbr.fit(train_data, init_model=init_model)
 
         return cbr