In the past I have been able to use Zorro within wine on a Linux system for all features that do not require the network (no live trading , no historical data downloads). It is still useful for scripted / headless backtests.

Some more recent features involving Options absolutely require the R bridge. I can install R for Windows under wine as well, but Zorro can't seem to connect to it. In scripts that include contract.c, I get log message like "Can't run R!", and Zorro continues albeit with obviously wrong option chain data. This doesn't happen in Zorro + R installed in a Windows VM.

Has anyone else gotten further with this problem?

Nope, for me it's running fine and everything works nice & fast.

Fedora28, Wine, Zorro1.96, R-Bridge to Win-32bit R3.5.2

But i use /i386/Rterm.exe, you also have to edit the RTermPath in Zorro(Fix).ini.

As i remember (can be wrong) the 64bit Rterm.exe only works with MT5, maybe that was your problem?

It also working for me first try.

I found PlayOnLinux invaluable to get a fully functional Wine setup.