diff --git a/src/easy_tdx/backtest/orders.py b/src/easy_tdx/backtest/orders.py
index dfd2712..6333283 100644
--- a/src/easy_tdx/backtest/orders.py
+++ b/src/easy_tdx/backtest/orders.py
@@ -144,19 +144,22 @@ class OrderSimulator:
         dt_col = self.df["datetime"]
 
         # 尝试直接比较（如果是 int 类型）
+        # 注意：用 to_numpy().argmax() 取位置索引，而非 idxmax()（返回 label），
+        # 因为后续 self.df.iloc[...] 按位置取行；若 df.index 非默认 RangeIndex，
+        # label != position 会导致撮合取错 bar。
         try:
-            idx = (dt_col == datetime_val).idxmax() if (dt_col == datetime_val).any() else None
-            if idx is not None:
-                return int(idx)
+            mask = (dt_col == datetime_val).to_numpy()
+            if mask.any():
+                return int(mask.argmax())
         except (TypeError, ValueError):
             pass
 
         # 如果是 datetime 对象，转为 int 比较
         if pd.api.types.is_datetime64_any_dtype(dt_col):
             dt_ints = dt_col.dt.strftime("%Y%m%d").astype(int)
-            mask = dt_ints == datetime_val
-            if mask.any():
-                return int(mask.idxmax())
+            mask_arr = (dt_ints == datetime_val).to_numpy()
+            if mask_arr.any():
+                return int(mask_arr.argmax())
             return None
 
         return None
diff --git a/tests/unit/test_backtest_orders.py b/tests/unit/test_backtest_orders.py
index 72879da..64aea20 100644
--- a/tests/unit/test_backtest_orders.py
+++ b/tests/unit/test_backtest_orders.py
@@ -464,3 +464,41 @@ class TestSlippageModelIntegration:
         trades = sim.simulate(signals, cash=20000, position=0)
         assert len(trades) == 1
         assert trades[0].slippage == pytest.approx(5.0)
+
+
+# ── Test Non-Continuous Index ─────────────────────────────────────────────────
+
+
+class TestNonContinuousIndex:
+    """df.index 非默认 RangeIndex 时，撮合应按位置（iloc）而非 label 取 bar。
+
+    回归 _find_bar_index 旧实现在非连续 index 下用 idxmax() 返回 label 当位置用，
+    导致 iloc 取错 bar / 越界。
+    """
+
+    def test_next_open_with_non_continuous_index(self) -> None:
+        """信号在 bar 0（label=10），应在 bar 1（position）open 成交。"""
+        df = _make_df(10)
+        df.index = [10 * (i + 1) for i in range(len(df))]  # [10,20,...,100]
+        sim = OrderSimulator(df, execution="next_open")
+
+        signals = [_buy_signal(0, size=100)]
+        trades = sim.simulate(signals, cash=20000, position=0)
+
+        assert len(trades) == 1
+        # position 1 的 open = 101.0；旧代码会用 label 10 当位置 → iloc[10] 越界
+        assert trades[0].price == 101.0
+        assert trades[0].rejected is False
+
+    def test_this_close_with_non_continuous_index(self) -> None:
+        """this_close 模式下信号在 bar 2（label=30），应在同根 close 成交。"""
+        df = _make_df(10)
+        df.index = [10 * (i + 1) for i in range(len(df))]
+        sim = OrderSimulator(df, execution="this_close")
+
+        signals = [_buy_signal(2, size=100)]
+        trades = sim.simulate(signals, cash=20000, position=0)
+
+        assert len(trades) == 1
+        # position 2 的 close = 103.0
+        assert trades[0].price == 103.0