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Market Profiling open source packages or tools

after reading the book Mind Over Market by Dalton I was wondering if there are any open source packages for Market Profiling (the technique developed by J. Peter Steidlmayer for representing price movement in futures markets).

For example, to calculate the "daily range completion" from an FX time series

Any packages(f.ex.: R, python) or tools that you can recommend?

I highly appreciate your replies!