Place a large heavy-bottom saucepan or casserole over medium-low heat, and add oil. When oil is hot, add onion and salt. Sauté gently until onion is softened but not colored.
Add cabbage to pan on top of onion. Sprinkle sugar over cabbage; add wine, orange juice and allspice. Peel, core and finely chop apples, and add to pan. Cover, and let mixture steam until cabbage is wilted, about 10 minutes.
Gently stir to mix all ingredients; cover and reduce heat to its lowest possible setting. Cook about 2 hours, and adjust salt and allspice as desired. Serve hot, or allow to cool to room temperature and refrigerate overnight. (The flavors improve with reheating.)