add continual learning to catboost and friends

freqtrade/freqai/prediction_models/CatboostRegressor.py

@@ -3,6 +3,7 @@ import logging
 from typing import Any, Dict
 
 from catboost import CatBoostRegressor, Pool
+from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
 
 from freqtrade.freqai.prediction_models.BaseRegressionModel import BaseRegressionModel
 
@@ -17,7 +18,7 @@ class CatboostRegressor(BaseRegressionModel):
     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
         :param data_dictionary: the dictionary constructed by DataHandler to hold
@@ -38,16 +39,16 @@ class CatboostRegressor(BaseRegressionModel):
                 weight=data_dictionary["test_weights"],
             )
 
+        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]
+
         model = CatBoostRegressor(
             allow_writing_files=False,
             **self.model_training_parameters,
         )
 
-        model.fit(X=train_data, eval_set=test_data)
-
-        # some evidence that catboost pools have memory leaks:
-        # https://github.com/catboost/catboost/issues/1835
-        del train_data, test_data
-        gc.collect()
+        model.fit(X=train_data, eval_set=test_data, init_model=init_model)
 
         return model