Update qtpylib from source

freqtrade/vendor/qtpylib/indicators.py

@@ -213,8 +213,7 @@ def atr(bars, window=14, exp=False):
     else:
         res = rolling_mean(tr, window)
 
-    res = pd.Series(res)
-    return (res.shift(1) * (window - 1) + res) / window
+    return pd.Series(res)
 
 
 # ---------------------------------------------
@@ -602,6 +601,14 @@ def pvt(bars):
              bars['close'].shift(1)) * bars['volume']
     return trend.cumsum()
 
+
+def chopiness(bars, window=14):
+    atrsum = true_range(bars).rolling(window).sum()
+    highs = bars['high'].rolling(window).max()
+    lows = bars['low'].rolling(window).min()
+    return 100 * np.log10(atrsum / (highs - lows)) / np.log10(window)
+
+
 # =============================================
 
 
@@ -629,6 +636,7 @@ PandasObject.rsi = rsi
 PandasObject.stoch = stoch
 PandasObject.zscore = zscore
 PandasObject.pvt = pvt
+PandasObject.chopiness = chopiness
 PandasObject.tdi = tdi
 PandasObject.true_range = true_range
 PandasObject.mid_price = mid_price