fix(quickadapter): support CatBoost continual learning (#196)

* fix(quickadapter): support CatBoost continual learning

* fix(quickadapter): drop CatBoost init_model on GPU task_type

CatBoost init_model training continuation is CPU-only and raises
"Training continuation for GPU is not yet supported" on GPU. Passing it
unconditionally crashed GPU CatBoost retrains under continual_learning.
Drop init_model on the GPU path so it cold-starts instead.

* style(quickadapter): realign README table cells after continual-learning doc edits

diff --git a/README.md b/README.md
index 3120346a353f00473c95f67d4b5e3abf102f0ffd..a50a1720543c7e015e5c56339f5f20f0fc3a3cb9 100644 (file)
--- a/README.md
+++ b/README.md
@@ -59,7 +59,7 @@ docker compose up -d --build
 | reversal_confirmation.max_natr_multiplier_fraction             | 0.0125                        | float [0,1]                                                                                                                                                                                                  | Upper bound fraction (> lower bound) for volatility adjusted reversal threshold.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |
 | _Regressor model_                                              |                               |                                                                                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |
 | freqai.regressor                                               | `xgboost`                     | enum {`xgboost`,`lightgbm`,`histgradientboostingregressor`,`ngboost`,`catboost`}                                                                                                                             | Machine learning regressor algorithm.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |
-| freqai.continual_learning                                      | false                         | bool                                                                                                                                                                                                         | Continue XGBoost or LightGBM training from the previously deployed model, so its booster grows at every retrain; delete trained models to reset. Under `test_size` two-stage selection, HPO and the pre-refit selection model cold-start and only the final refit continues, growing by the selection model's round count (see `test_size`). Other regressors ignore any prior model.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |
+| freqai.continual_learning                                      | false                         | bool                                                                                                                                                                                                         | Continue XGBoost, LightGBM, or CPU CatBoost training from the previously deployed model, so its booster grows at every retrain; delete trained models to reset. Under `test_size` two-stage selection, HPO and the pre-refit selection model cold-start and only the final refit continues, growing by the selection model's round count (see `test_size`). Other regressors ignore any prior model.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |
 | _Model training parameters_                                    |                               |                                                                                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |
 | freqai.model_training_parameters.gpu_vram_gb                   | 80                            | int > 0                                                                                                                                                                                                      | Available GPU VRAM (GB) for CatBoost, not total. Any positive value is floored to the nearest supported tier `<= value` (tiers 8, 10, 12, 16, 24, 32, 40, 48, 64, 80; values below 8 use tier 8). Constrains `depth`, `border_count`, and `max_ctr_complexity` ranges.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |
 | _Data split parameters_                                        |                               |                                                                                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |
@@ -69,11 +69,11 @@ docker compose up -d --build
 | freqai.data_split_parameters.gap                               | 0                             | int >= 0                                                                                                                                                                                                     | Samples to exclude between train/test for `timeseries_split`. `0` auto-derives the gap (source and lower-bound rule depend on `causal_mode`; see `causal_mode`). Not used by `train_test_split`.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |
 | freqai.data_split_parameters.max_train_size                    | None                          | int >= 1 \| None                                                                                                                                                                                             | Maximum training set size for `timeseries_split`. When set, creates a sliding window instead of expanding train set. None = no limit.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |
 | _Label smoothing_                                              |                               |                                                                                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |
-| freqai.label_smoothing.method                                  | `gaussian`                    | enum {`none`,`gaussian`,`kaiser`,`kaiser_bessel_derived`,`triang`,`smm`,`sma`,`savgol`,`gaussian_filter1d`}                                                                                                  | Label smoothing method (`kaiser_bessel_derived` uses an even-length Kaiser-Bessel-derived zero-phase kernel; `smm`=median, `sma`=mean, `savgol`=Savitzky–Golay).                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |
+| freqai.label_smoothing.method                                  | `gaussian`                    | enum {`none`,`gaussian`,`kaiser`,`kaiser_bessel_derived`,`triang`,`smm`,`sma`,`savgol`,`gaussian_filter1d`}                                                                                                  | Label smoothing method (`smm`=median, `sma`=mean, `savgol`=Savitzky–Golay).                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |
 | freqai.label_smoothing.window_candles                          | 5                             | int >= 1                                                                                                                                                                                                     | Smoothing window length (candles). Values below 3 are raised to 3 at runtime.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |
 | freqai.label_smoothing.beta                                    | 8.0                           | float > 0                                                                                                                                                                                                    | Shape parameter for `kaiser` and `kaiser_bessel_derived` kernels.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |
 | freqai.label_smoothing.polyorder                               | 3                             | int >= 0                                                                                                                                                                                                     | Polynomial order for `savgol` smoothing.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |
-| freqai.label_smoothing.mode                                    | `mirror`                      | `savgol`: enum {`mirror`,`constant`,`nearest`,`wrap`,`interp`}; `gaussian_filter1d`: enum {`mirror`,`constant`,`nearest`,`wrap`}; ignored otherwise                                                          | Boundary mode for `savgol` and `gaussian_filter1d`.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |
+| freqai.label_smoothing.mode                                    | `mirror`                      | `savgol`: enum {`mirror`,`constant`,`nearest`,`wrap`,`interp`}; `gaussian_filter1d`: enum {`mirror`,`constant`,`nearest`,`wrap`}                                                                             | Boundary mode for `savgol` and `gaussian_filter1d`; ignored otherwise.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |
 | freqai.label_smoothing.sigma                                   | 1.0                           | float > 0                                                                                                                                                                                                    | Gaussian `sigma` for `gaussian_filter1d` smoothing.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |
 | _Label weighting_                                              |                               |                                                                                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |
 | freqai.label_weighting.strategy                                | `none`                        | enum {`none`,`uniform`,`amplitude`,`amplitude_threshold_ratio`,`volume_rate`,`speed`,`efficiency_ratio`,`volume_weighted_efficiency_ratio`,`combined`}                                                       | Label weighting metric: none (`none`), uniform unit weight on every detected pivot (`uniform`), swing amplitude (`amplitude`), swing amplitude / median volatility-threshold ratio (`amplitude_threshold_ratio`), swing volume per candle (`volume_rate`), swing speed (`speed`), swing efficiency ratio (`efficiency_ratio`), swing volume-weighted efficiency ratio (`volume_weighted_efficiency_ratio`), or combined metrics aggregation (`combined`). Switching between `none` and any other strategy requires deleting trained models to realign training emphasis.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |
@@ -139,7 +139,7 @@ docker compose up -d --build
 | freqai.optuna_hyperopt.warm_start                              | true                          | bool                                                                                                                                                                                                         | Warm start HPO with previous best value(s). Persisted values are loaded and saved only in live and dry-run modes; non-live runs reuse only values produced earlier in the same run.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |
 | freqai.optuna_hyperopt.n_startup_trials                        | 15                            | int >= 0                                                                                                                                                                                                     | HPO startup trials.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |
 | freqai.optuna_hyperopt.n_trials                                | 50                            | int >= 1                                                                                                                                                                                                     | Maximum HPO trials.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |
-| freqai.optuna_hyperopt.n_jobs                                  | 1                             | int >= 1                                                                                                                                                                                                     | Parallel HPO workers.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |
+| freqai.optuna_hyperopt.n_jobs                                  | 1                             | int >= 1                                                                                                                                                                                                     | Parallel HPO workers.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |
 | freqai.optuna_hyperopt.timeout                                 | 7200                          | int >= 0                                                                                                                                                                                                     | HPO wall-clock timeout in seconds.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |
 | freqai.optuna_hyperopt.label_candles_step                      | 1                             | int >= 1                                                                                                                                                                                                     | Step for Zigzag NATR period `label` search space.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |
 | freqai.optuna_hyperopt.space_reduction                         | false                         | bool                                                                                                                                                                                                         | Enable/disable `hp` search space reduction based on previous best parameters.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |

diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py
index 19b97107b7eb6df7b5c7d051e265521a123eeb8b..a58b7b0b87c4dd9ec8cd393cadc1cb8dc3e77015 100644 (file)
--- a/quickadapter/user_data/strategies/Utils.py
+++ b/quickadapter/user_data/strategies/Utils.py
@@ -5193,6 +5193,9 @@ def fit_regressor(
             model_training_parameters.setdefault("max_ctr_complexity", 4)
             if loss_function not in _CATBOOST_GPU_RSM_LOSS_FUNCTIONS:
                 model_training_parameters.pop("rsm", None)
+            # CatBoost init_model is CPU-only and raises on GPU; drop it so
+            # continual_learning cold-starts there instead.
+            init_model = None
         else:
             n_jobs = model_training_parameters.pop("n_jobs", None)
             if n_jobs is not None:
@@ -5230,6 +5233,7 @@ def fit_regressor(
             if early_stopping_rounds is not None and has_eval_set
             else False,
             callbacks=fit_callbacks if fit_callbacks else None,
+            init_model=init_model,
         )
 
         if pruning_callback is not None: