[Bug 47221] New: COleDateTime class is not 100% compatible

https://bugs.winehq.org/show_bug.cgi?id=47221

Bug ID: 47221
           Summary: COleDateTime class is not 100% compatible
           Product: Wine
           Version: 4.8
          Hardware: x86
                OS: Linux
            Status: UNCONFIRMED
          Severity: normal
          Priority: P2
         Component: -unknown
          Assignee: [e-mail]
          Reporter: [e-mail]
      Distribution: ---

A backtest software produces a different result under Wine than under Windows.
The reason is a slightly different handling of date/time functions. I suspect
an incompatibility of the COleDateTime class member.

For reproducing the problem, install the software "Zorro" from
http://opserver.de/down/Zorro_setup.exe in its default directory. When the
Software opens, select "Workshop4" on the "Script" scrollbox, then click
"Test". Zorro will report a significantly different result under Wine than
under Windows.

[Bug 47221] COleDateTime class is not 100% compatible

https://bugs.winehq.org/show_bug.cgi?id=47221

--- Comment #1 from Nikolay Sivov  ---
Could you attach a screenshot of relevant UI parts? And correct screenshot from
Windows too.

[Bug 47221] COleDateTime class is not 100% compatible

https://bugs.winehq.org/show_bug.cgi?id=47221

Nikolay Sivov  changed:

What    |Removed                     |Added
----------------------------------------------------------------------------
           Keywords|                            |download
                URL|                            |http://opserver.de/down/Zor
                   |                            |ro_setup.exe

[Bug 47221] COleDateTime class is not 100% compatible

https://bugs.winehq.org/show_bug.cgi?id=47221

--- Comment #2 from jcl  ---
Created attachment 64492
  --> https://bugs.winehq.org/attachment.cgi?id=64492
Zorro screenshot

[Bug 47221] COleDateTime class is not 100% compatible

https://bugs.winehq.org/show_bug.cgi?id=47221

--- Comment #3 from jcl  ---
Sure, here's a screenshot of the Windows version after the test run. The Wine
screen looks similar, but shows "Annual +7.2%" instead of "Annual 25.9%".
> From comparing both logs, I suspect a difference of COleDateTime.GetDayOfWeek()

or GetHour() when the date is close to a day or hour boundary.

[Bug 47221] COleDateTime class is not 100% compatible

https://bugs.winehq.org/show_bug.cgi?id=47221

pattietreutel  changed:

What    |Removed                     |Added
----------------------------------------------------------------------------
                 CC|                            |[e-mail]

[Bug 47221] COleDateTime class is not 100% compatible

[WineHQ Bugzilla]

https://bugs.winehq.org/show_bug.cgi?id=47221

[e-mail] changed:

What    |Removed                     |Added
----------------------------------------------------------------------------
                 CC|                            |[e-mail]

[Bug 47221] Zorro 2.x (time series analysis and trading strategies software) using OLE Date/Time API via MFC 'COleDateTime' class shows incorrect data

[WineHQ Bugzilla]

https://bugs.winehq.org/show_bug.cgi?id=47221

Anastasius Focht  changed:

What    |Removed                     |Added
----------------------------------------------------------------------------
     Ever confirmed|0                           |1
            Summary|COleDateTime class is not   |Zorro 2.x (time series
                   |100% compatible             |analysis and trading
                   |                            |strategies software) using
                   |                            |OLE Date/Time API via MFC
                   |                            |'COleDateTime' class shows
                   |                            |incorrect data
             Status|UNCONFIRMED                 |NEW
                 CC|                            |[e-mail]
          Component|-unknown                    |oleaut32

--- Comment #4 from Anastasius Focht  ---
Hello folks,

confirming.

Stable download link to Zorro v2.09 (matching screenshot from comment #2) via
Internet Archive:

https://web.archive.org/web/20190518095628/http://opserver.de/down/Zorro_set...

I've rephrased the title of the bug report as it was misleading. Wine doesn't
implement MFC at all which provides the 'COleDateTime' class (it could have
been interpreted as such).

Trace log shows the following OLE date/time APIs being used by the app (or
rather the MFC COleDateTime code the app is linked with):

* oleaut32.SystemTimeToVariantTime
* oleaut32.VariantTimeToSystemTime
* oleaut32.VarUdateFromDate

--- snip ---
$ pwd
/home/focht/.wine/drive_c/users/focht/Zorro

$ WINEDEBUG=+seh,+relay,+ole,+variant wine ./Zorro.exe >>log.txt 2>&1
...
--- snip ---

@jcl (comment #3)

--- quote ---
> From comparing both logs, I suspect a difference of COleDateTime.GetDayOfWeek()

or GetHour() when the date is close to a day or hour boundary.
--- quote ---

I presume you are one of the developers of this app?

https://zorro-project.com/development.php

It would definitely help to have a small test app that shows this behaviour or
alternatively reduce the simulation to the absolute minimum.

I've played a bit with the simulation parameters to reduce the amount of
data/smaller time series but I was only partially successful.

'/home/focht/.wine/drive_c/users/focht/Zorro/Strategy/Workshop4.c'

--- snip ---
// Trend Trading ///////////////////
#include <profile.c>

function run()
{
    EndDate = 2017; // fixed simulation period 
    Verbose = 2;
    set(LOGFILE|PLOTNOW); // log all trades

vars Prices = series(priceClose());
    vars Trends = series(LowPass(Prices,300));

Stop = 30*ATR(100);

vars MMI_Raw = series(MMI(Prices,300));
    vars MMI_Smooth = series(LowPass(MMI_Raw,300));

if(falling(MMI_Smooth)) 
    {
        if(valley(Trends))
            enterLong();
        else if(peak(Trends))
            enterShort();
    }

PlotWidth = 800;
    PlotHeight1 = 300;
    //setf(PlotMode,PL_FILE);
    //setf(PlotMode,PL_FILE);
    //plot("MMI_Raw",MMI_Raw,NEW,GREY);
    //plot("MMI_Smooth",MMI_Smooth,0,BLACK);
    //plotTradeProfile(-50); 
}
--- snip ---

You have way more insight how adjust the parameters to reduce the amount of
output, specifically Lookback and Depth.

$ sha1sum Zorro_setup.exe 
9c9f0f65bf3d045df0d92084a48916869b060577  Zorro_setup.exe

$ du -sh Zorro_setup.exe 
95M    Zorro_setup.exe

$ wine --version
wine-5.0-rc5

Regards

[Bug 47221] Zorro 2.x (time series analysis and trading strategies software) using OLE Date/Time API via MFC 'COleDateTime' class shows incorrect data

[WineHQ Bugzilla]

https://bugs.winehq.org/show_bug.cgi?id=47221

--- Comment #5 from jcl  ---
Thank you for looking into this. I partially fixed the problem by replacing

Time.GetHour()

with

double Days;
double Hour = modf(Time.m_dt,&Days)*24.;
if(Hour >= 24.) Hour = 0.;
return (int)Hour;

This partially helped, but something is still different. The simplest way to
see the problem is using this code:

--- snip ---
function run()
{
    Verbose = 2;
    set(LOGFILE);
}
--- snip ---

This will print a list of dates to the .log file. When you compare the log
files from Windows and from Wine with a comparison tool, like BeyondCompare,
you can see the differences in the dates.

[Bug 47221] Zorro 2.x (time series analysis and trading strategies software) using OLE Date/Time API via MFC 'COleDateTime' class shows incorrect data

[WineHQ Bugzilla]

https://bugs.winehq.org/show_bug.cgi?id=47221

Alistair Leslie-Hughes  changed:

What    |Removed                     |Added
----------------------------------------------------------------------------
                 CC|                            |[e-mail]

--- Comment #6 from Alistair Leslie-Hughes  ---
(In reply to jcl from comment #5)
> This will print a list of dates to the .log file. When you compare the log
> files from Windows and from Wine with a comparison tool, like BeyondCompare,
> you can see the differences in the dates.

Could you please attach the files?

[Bug 47221] Zorro 2.x (time series analysis and trading strategies software) using OLE Date/Time API via MFC 'COleDateTime' class shows incorrect data

[WineHQ Bugzilla]

https://bugs.winehq.org/show_bug.cgi?id=47221

Nikolay Sivov  changed:

What    |Removed                     |Added
----------------------------------------------------------------------------
             Status|NEW                         |NEEDINFO

--- Comment #7 from Nikolay Sivov  ---
It would be helpful to have that reduce test case, mentioned earlier.

[Bug 47221] Zorro 2.x (time series analysis and trading strategies software) using OLE Date/Time API via MFC 'COleDateTime' class shows incorrect data

[WineHQ Bugzilla]

https://bugs.winehq.org/show_bug.cgi?id=47221

Anastasius Focht  changed:

What    |Removed                     |Added
----------------------------------------------------------------------------
                URL|http://opserver.de/down/Zor |https://web.archive.org/web
                   |ro_setup.exe                |/20190518095628/http://opse
                   |                            |rver.de/down/Zorro_setup.ex
                   |                            |e

--- Comment #8 from Anastasius Focht  ---
Hello folks,

adding stable download links to old versions via Internet Archive.

https://web.archive.org/web/*/http://opserver.de/down/Zorro_setup.exe

====

Zorro 2.0.8.1:

https://web.archive.org/web/20190518095628/http://opserver.de/down/Zorro_set...

$ sha1sum Zorro_setup.exe 
9c9f0f65bf3d045df0d92084a48916869b060577  Zorro_setup.exe

$ du -sh Zorro_setup.exe 
95M    Zorro_setup.exe

====

Zorro 2.2.5.7:

https://web.archive.org/web/20200519172431/http://opserver.de/down/Zorro_set...

$ sha1sum Zorro_setup.exe 
79f48ea3dfae7acf8302a9e2444d62f53336802d  Zorro_setup.exe

$ du -sh Zorro_setup.exe 
103M    Zorro_setup.exe

$ wine --version
wine-6.1-122-g2201ca08fb0

Regards