docs: Add deprecation notice for Catboost models

Author: xmatthias

docs/deprecated.md

@@ -135,3 +135,13 @@ you can verify this with `freqtrade list-data --exchange <yourexchange> --show`.
     Additional arguments to the above commands may be necessary, like configuration files or explicit user_data if they deviate from the default.
 
 **Hyperliquid** is a special case now - which will no longer require 1h mark data - but will use regular candles instead (this data never existed and is identical to 1h futures candles). As we don't support download-data for hyperliquid (they don't provide historic data) - there won't be actions necessary for hyperliquid users.
+
+## Catboost models in freqAI
+
+CatBoost models have been removed with version 2025.12 and are no longer actively supported.
+If you have existing bots using CatBoost models, you can still use them in your custom models by copy/pasting them from the git history (as linked below) and installing the Catboost library manually.
+We do however recommend switching to other supported model libraries like LightGBM or XGBoost for better support and future compatibility.
+
+* [CatboostRegressor](https://github.com/freqtrade/freqtrade/blob/c6f3b0081927e161a16b116cc47fb663f7831d30/freqtrade/freqai/prediction_models/CatboostRegressor.py)
+* [CatboostClassifier](https://github.com/freqtrade/freqtrade/blob/c6f3b0081927e161a16b116cc47fb663f7831d30/freqtrade/freqai/prediction_models/CatboostClassifier.py)
+* [CatboostClassifierMultiTarget](https://github.com/freqtrade/freqtrade/blob/c6f3b0081927e161a16b116cc47fb663f7831d30/freqtrade/freqai/prediction_models/CatboostClassifierMultiTarget.py)