With existing Zorro functionality, particularly the normalization functions, you can implement a lot of what's in TSSB directly in Zorro. Using the R bridge, you can actually extend it even further. You could build yourself a complete TSSB toolkit using off-the-shelf Zorro and R tools.

TSSB (the book) is quite useful as it is one of the few publications that focuses on the practical aspects of machine learning in algo trading. I would suggest that it is fast becoming dated however due to the lack of coverage of deep learning.