diff --git a/backend/app/services/screener.py b/backend/app/services/screener.py
index fac6731..cbb82a9 100644
--- a/backend/app/services/screener.py
+++ b/backend/app/services/screener.py
@@ -428,9 +428,15 @@ class ScreenerService:
             if "name" not in df_full.columns:
                 df_full = df_full.join(instruments.select(inst_cols), on="symbol", how="left")
 
-        # 裁剪掉 warmup 部分, 只保留 lookback 范围 (减少 group_by 开销)
-        lookback_start = target_date - timedelta(days=lookback_days)
+        # 裁剪掉 warmup 部分, 只保留 lookback 范围 (减少 group_by 开销)。
+        # 按交易日计数: 从数据里实际存在的交易日序列取最后 lookback_days 个交易日,
+        # 不能用 timedelta(days=N) (自然日), 否则周末/节假日会让窗口偏少, 与回测不一致。
         if "date" in df_full.columns:
+            trading_dates = df_full["date"].unique().sort()
+            if len(trading_dates) > lookback_days:
+                lookback_start = trading_dates[-(lookback_days + 1)]
+            else:
+                lookback_start = trading_dates[0]
             df_full = df_full.filter(pl.col("date") >= lookback_start)
 
         df_full = df_full.sort(["symbol", "date"])
diff --git a/backend/app/tickflow/repository.py b/backend/app/tickflow/repository.py
index d24f224..f54ffbe 100644
--- a/backend/app/tickflow/repository.py
+++ b/backend/app/tickflow/repository.py
@@ -942,12 +942,19 @@ class KlineRepository:
         cache_max = cache["date"].max()
         cache_min = cache["date"].min()
         from datetime import timedelta
-        # 验证缓存覆盖完整范围 (含 warmup)
+        # 验证缓存覆盖完整范围 (含 warmup)。lookback_days 是交易日语义, 用 ×2 日历日
+        # 放宽确保覆盖 (节假日/周末), 与 warmup 60 一起留足余量。
         warmup_start = target_date - timedelta(days=(lookback_days + 60) * 2)
         if cache_min > warmup_start or cache_max < target_date:
             return None
-        # 只返回 lookback 范围 (日历天数 ≈ 2/3 交易日, 足够覆盖)
-        lookback_start = target_date - timedelta(days=lookback_days)
+        # 按交易日计数裁剪: 从数据里实际存在的交易日序列取最后 lookback_days 个交易日。
+        # 不能用 timedelta(days=N) (自然日), 否则周末/节假日会让窗口只有 ~N×5/7 个交易日,
+        # 导致 filter_history 策略的滚动窗口/行号差(_gap)漏算, 与回测结果不一致。
+        trading_dates = cache["date"].unique().sort()
+        if len(trading_dates) > lookback_days:
+            lookback_start = trading_dates[-(lookback_days + 1)]
+        else:
+            lookback_start = trading_dates[0]
         return cache.filter((pl.col("date") >= lookback_start) & (pl.col("date") <= target_date))
 
     def get_enriched_range(