I want to download the historical data from 2012-04-03 to 2012-04-05, here is the code:

package jforex;
import java.util.*;
import java.io.*;
import java.text.*;
import com.dukascopy.api.*;

//@RequiresFullAccess
public class DownloadtoCSV3 implements IStrategy {
    @Configurable("Period")
    public Period period=Period.ONE_HOUR;
    @Configurable("Instrument")
    public Instrument instrument=Instrument.EURUSD;
    @Configurable("OfferSide")
    public OfferSide offerSide=OfferSide.BID;
  
    private DecimalFormat priceFormat;
    private SimpleDateFormat gmtsdf=new SimpleDateFormat("yyyy-MM-dd HH:mm:ss");
    private String startDateStr="2012-04-03 00:00:00";
    private String endDateStr="2012-04-05 00:00:00";
    private int days=3;
    
    private IEngine engine;
    private IConsole console; // use
    private IHistory history; // use
    private IContext context;
    private IIndicators indicators;
    private IUserInterface userInterface;
    
    //@Override
    public void onStart(IContext context) throws JFException {
        this.engine = context.getEngine();
        this.console = context.getConsole();
        this.history = context.getHistory();
        this.context = context;
        this.indicators = context.getIndicators();
        this.userInterface = context.getUserInterface();
        
        gmtsdf.setTimeZone(TimeZone.getTimeZone("GMT"));
        priceFormat=new DecimalFormat("0.#####");
        long startDate=0;
        long endDate=0;
        try{
            startDate=gmtsdf.parse(startDateStr).getTime();
            endDate=gmtsdf.parse(endDateStr).getTime();
        }catch(ParseException el){
            //stop strategy
            console.getErr().println(el);
            context.stop();
            return;
        }
        
       int k=1;
       long startTime=0;
       long endTime=0;
       long startBarTime=history.getBarStart(period, startTime);
       long endBarTime=history.getBarStart(period, endTime);
       print("started!");
       try{
            List<IBar> bars=history.getBars(instrument,period,OfferSide.BID,endBarTime,startBarTime);
            for(IBar bar:bars){
                print(gmtsdf.format(bar.getTime())+","+k+","+priceFormat.format(bar.getOpen())+","+priceFormat.format(bar.getHigh())+","+priceFormat.format(bar.getLow())+","+
                priceFormat.format(bar.getClose())+","+priceFormat.format(bar.getVolume())+"\r\n");
                k=k+1;
            }
       }catch(Exception e){
          console.getErr().println(e.getMessage());
          e.printStackTrace(console.getErr());
          context.stop();
       }
    }
    @Override
    public void onAccount(IAccount account) throws JFException {}
    @Override
    public void onMessage(IMessage message) throws JFException {}
    @Override
    public void onStop() throws JFException {}
    @Override
    public void onTick(Instrument instrument, ITick tick) throws JFException {}
    @Override
    public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {}
    private void print(Object o){
        console.getOut().println(o);
    }
}

There was no problems with compiling, however, when I ran the code, only the string "started!" was printed, and no other historical data was printed. What should I do if I want it to print historical data ?

Insert the following line after the 59th line:

print(String.format("from %s to %s retrieved bar count: %s", gmtsdf.format(endBarTime), gmtsdf.format(startBarTime), bars.size()));

There should be some problems with "startBarTime" and "endBarTime" because the print result is:

13:56:32 from 1970-01-01 00:00:00 to 1970-01-01 00:00:00 retrieved bar count: 0


But why the startBarTime was changed to 1970-01-01 00:00:00 ?

see lines 53 to 56.

Thanks. This problem is solved. By the way, is the time zone of historical data of dukascopy the " GMT+0" ?

All the data is in GMT.

In the historical data of dukascopy. Does the non-zero data start from GMT 21:00 Sunday to GMT 20:59 Firday every week ?
That's important because I don't need the data of weekends, which should be excluded.

Market hours - Sunday 9 PM GMT till Friday 9 PM GMT in summer and from Sunday 10 PM GMT till Friday 10 PM GMT in winter.

I can exclude the useless weekends data by using "Filter.WEEKENDS" in the function "history.getBars()", without considering the time is in summer time or winter time, right?

Yes. See the example here:
https://www.dukascopy.com/wiki/#History_bars/Filter_usage