Here's a way to test if the reason of the difference are issues of Wine with the COLEDateTime class:
Run a backtest under Windows and Wine and compare the timestamps in the log. Then modify the TickFix setting on the Wine Zorro version, add or subtract a few seconds, and run the test again. If you get a setting that produces the same results as under Windows, please let me know. I can then forward this to the developers for implementing an own time class and making Zorro Wine-compatible.
OK, I tried this and it produced completely different log files, with different prices, different results. I am not sure TickFix makes sense here.
Maybe I didn't explain the Windows-Wine differences clearly before. A vast majority of the log lines are exactly the same (the prices and the times). The problem is only around the weekends it seems. As you can see in the log I posted earlier, Wine has:
- an extra line on Saturday at midnight (a gap of 5hrs since the last candle?!?)
- a missing Monday 00:00 line
- different prices for Monday 01:00 and Sunday 23:00
Here is an example again:
Wine:[110: Fri 12-01-06 19:00] 1.2722/1.27261.2718/1.2722 <-- same as Windows
[111: Sat 12-01-07 00:00] 1.2722/1.27311.2717/1.2720 <-- Saturday midnight... 5Hr gap
[112: Sun 12-01-08 23:00] 1.2720/1.27201.2692/1.2694 <-- different prices
[113: Mon 12-01-09 01:00] 1.2694/1.26941.2666/1.2689 <-- missing Monday 00:00
Windows:[110: Fri 12-01-06 19:00] 1.2722/1.27261.2718/1.2722
[111: Sun 12-01-08 23:00] 1.2722/1.27311.2692/1.2694
[112: Mon 12-01-09 00:00] 1.2694/1.26941.2666/1.2680
[113: Mon 12-01-09 01:00] 1.2680/1.26941.2678/1.2689
Then all exactly the same until the next weekend... which shows the same type of differences.
Then, once the trades start coming in, it seems to think that midnight is one hour later than it is and it prints the trading summary at 01:00 instead of midnight. Obviously, the trading results differ due to the different prices/times.
Wine[1002: Wed 12-02-29 23:00] 15.65 +1.88 4/3 (1.33253)
[1003: Thu 12-03-01 00:00] 15.65 +1.94 4/3 (1.33247)
[1004: Thu 12-03-01 01:00] 15.65 +0.66 4/3 (1.33375) <-- at 01:00
Thursday 12-03-01 Loss -12.07 ----
Current DD: 13.93$ (47.2%)
[1005: Thu 12-03-01 02:00] 15.65 +0.57 4/3 (1.33384)
Windows[1002: Wed 12-02-29 23:00] 12.60 +1.88 4/4 (1.33253)
[1003: Thu 12-03-01 00:00] 12.60 +1.94 4/4 (1.33247) <-- at midnight
Thursday 12-03-01 Loss -11.41 ----
Last DD: 47.67$ (100.0%) in 2 days (7 days ago)
[1004: Thu 12-03-01 01:00] 12.60 +0.66 4/4 (1.33375)
So to me it's too suspicious that it's exactly off by 1 hour...
I tried playing with time zones, weekend start/end but without any success in matching Windows and Wine results. I am also new to Zorro so not sure I was doing things correctly.
I have attached samples of the logs.
