add continual learning to catboost and friends

freqtrade/freqai/prediction_models/LightGBMRegressorMultiTarget.py

@@ -5,7 +5,7 @@ from lightgbm import LGBMRegressor
 from sklearn.multioutput import MultiOutputRegressor
 
 from freqtrade.freqai.prediction_models.BaseRegressionModel import BaseRegressionModel
-
+from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
 
 logger = logging.getLogger(__name__)
 
@@ -17,7 +17,7 @@ class LightGBMRegressorMultiTarget(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
@@ -31,6 +31,9 @@ class LightGBMRegressorMultiTarget(BaseRegressionModel):
         eval_set = (data_dictionary["test_features"], data_dictionary["test_labels"])
         sample_weight = data_dictionary["train_weights"]
 
+        if self.continual_learning:
+            logger.warning('Continual learning not supported for MultiTarget models')
+
         model = MultiOutputRegressor(estimator=lgb)
         model.fit(X=X, y=y, sample_weight=sample_weight)  # , eval_set=eval_set)
         train_score = model.score(X, y)