I have grown oxalis triangularis for years. Last year I had it in a pot on my screened porch that gets no direct sunlight at all and kept it there throughout our winter. It did very well. Our lows never dipped below 20 degrees.
I am of the opinion that you almost cannot kill an oxalis. They are great plants. Sometimes almost too great.

I've killed a couple that I tried to transplant from the wild.. never fear, if there's a plant, there's someone who's killed it.

I'm not ready to undertake potentially destructive testing by letting these freeze. Maybe once I have spares I'll see how they winter over in the ground.
Telos has just started selling oxalis again, so hopefully these will arrive within a week or so. Up til now my only oxalis was 'iron cross', and the one that really got me going is o.palmifrons (below), and the many obtusa's that kept me going. I just hope their beauty doesn't relate to difficulty of culture.

I guess I'll find out!

--Rr in CT