From 46fee4332f428345c2687cabe330cf17012d3343 Mon Sep 17 00:00:00 2001
From: Olcmyk <Olcmyk@users.noreply.github.com>
Date: Sat, 23 May 2026 19:16:14 +0800
Subject: [PATCH] fix: LightGBM 4.0+ compatibility for
 early_stopping_rounds=None

- Only create early_stopping callback when rounds is not None
- LightGBM 4.0+ requires stopping_rounds to be an integer, not None
- Apply fix to gbdt.py, ddgda.py, and highfreq_gdbt_model.py
- Follow the pattern already used in double_ensemble.py

This fixes the TypeError that occurs when early_stopping_rounds=None
is passed to lgb.early_stopping() in LightGBM 4.0+.

Affected files:
- qlib/contrib/model/gbdt.py: Core LGBModel fix
- qlib/contrib/rolling/ddgda.py: Remove explicit None assignment
- qlib/contrib/model/highfreq_gdbt_model.py: Add robustness check
---
 qlib/contrib/model/gbdt.py                | 19 +++++++++++++------
 qlib/contrib/model/highfreq_gdbt_model.py | 13 +++++++++----
 qlib/contrib/rolling/ddgda.py             |  4 +++-
 3 files changed, 25 insertions(+), 11 deletions(-)

diff --git a/qlib/contrib/model/gbdt.py b/qlib/contrib/model/gbdt.py
index 22c29cd4997..0155cbb88db 100644
--- a/qlib/contrib/model/gbdt.py
+++ b/qlib/contrib/model/gbdt.py
@@ -68,19 +68,26 @@ def fit(
             evals_result = {}  # in case of unsafety of Python default values
         ds_l = self._prepare_data(dataset, reweighter)
         ds, names = list(zip(*ds_l))
-        early_stopping_callback = lgb.early_stopping(
-            self.early_stopping_rounds if early_stopping_rounds is None else early_stopping_rounds
-        )
+
+        # Build callbacks list
+        callbacks = []
+
+        # Only add early_stopping callback if rounds is not None (LightGBM 4.0+ doesn't accept None)
+        early_stop_rounds = self.early_stopping_rounds if early_stopping_rounds is None else early_stopping_rounds
+        if early_stop_rounds is not None:
+            callbacks.append(lgb.early_stopping(early_stop_rounds))
+
         # NOTE: if you encounter error here. Please upgrade your lightgbm
-        verbose_eval_callback = lgb.log_evaluation(period=verbose_eval)
-        evals_result_callback = lgb.record_evaluation(evals_result)
+        callbacks.append(lgb.log_evaluation(period=verbose_eval))
+        callbacks.append(lgb.record_evaluation(evals_result))
+
         self.model = lgb.train(
             self.params,
             ds[0],  # training dataset
             num_boost_round=self.num_boost_round if num_boost_round is None else num_boost_round,
             valid_sets=ds,
             valid_names=names,
-            callbacks=[early_stopping_callback, verbose_eval_callback, evals_result_callback],
+            callbacks=callbacks,
             **kwargs,
         )
         for k in names:
diff --git a/qlib/contrib/model/highfreq_gdbt_model.py b/qlib/contrib/model/highfreq_gdbt_model.py
index ad0641136f2..bf7f31a7050 100644
--- a/qlib/contrib/model/highfreq_gdbt_model.py
+++ b/qlib/contrib/model/highfreq_gdbt_model.py
@@ -124,16 +124,21 @@ def fit(
         if evals_result is None:
             evals_result = dict()
         dtrain, dvalid = self._prepare_data(dataset)
-        early_stopping_callback = lgb.early_stopping(early_stopping_rounds)
-        verbose_eval_callback = lgb.log_evaluation(period=verbose_eval)
-        evals_result_callback = lgb.record_evaluation(evals_result)
+
+        # Build callbacks list
+        callbacks = []
+        if early_stopping_rounds is not None:
+            callbacks.append(lgb.early_stopping(early_stopping_rounds))
+        callbacks.append(lgb.log_evaluation(period=verbose_eval))
+        callbacks.append(lgb.record_evaluation(evals_result))
+
         self.model = lgb.train(
             self.params,
             dtrain,
             num_boost_round=num_boost_round,
             valid_sets=[dtrain, dvalid],
             valid_names=["train", "valid"],
-            callbacks=[early_stopping_callback, verbose_eval_callback, evals_result_callback],
+            callbacks=callbacks,
         )
         evals_result["train"] = list(evals_result["train"].values())[0]
         evals_result["valid"] = list(evals_result["valid"].values())[0]
diff --git a/qlib/contrib/rolling/ddgda.py b/qlib/contrib/rolling/ddgda.py
index 0fe01d04550..98600296269 100644
--- a/qlib/contrib/rolling/ddgda.py
+++ b/qlib/contrib/rolling/ddgda.py
@@ -241,7 +241,9 @@ def _dump_meta_ipt(self):
         sim_task = replace_task_handler_with_cache(sim_task, self.working_dir)
 
         if self.sim_task_model == "gbdt":
-            sim_task["model"].setdefault("kwargs", {}).update({"early_stopping_rounds": None, "num_boost_round": 150})
+            sim_task["model"].setdefault("kwargs", {}).update({"num_boost_round": 150})
+            # Don't set early_stopping_rounds to disable it (LightGBM 4.0+ doesn't accept None)
+            sim_task["model"]["kwargs"].pop("early_stopping_rounds", None)
 
         exp_name_sim = f"data_sim_s{self.step}"