diff --git a/deploy/profile-scripts/v71_gate.py b/deploy/profile-scripts/v71_gate.py
index 85825d5d..6a0ba49c 100644
--- a/deploy/profile-scripts/v71_gate.py
+++ b/deploy/profile-scripts/v71_gate.py
@@ -63,7 +63,7 @@ def check_entry_gate(code, price=None):
 
     factors = calc_factors(bars, len(bars) - 1)
     date = bars[-1]['date']
-    mk = mkt_ctx(date)
+    mk = mkt_ctx(date, code)
     sec = sector_ctx(code, date)
     factors['mkt_above_ma20'] = mk.get('above_ma20')
     factors['mkt_slope'] = mk.get('ma20_slope')
diff --git a/strategy_lab.py b/strategy_lab.py
index 839ce2e3..c7065ac2 100644
--- a/strategy_lab.py
+++ b/strategy_lab.py
@@ -275,12 +275,16 @@ _SECTOR_CTX = {}
 _STOCK_SECTOR = {}
 
 def prepare_market_context(start_date, end_date):
-    """大盘指数(sh000001)每日状态: 是否在MA20上、MA20斜率、ROC"""
-    global _MKT_CTX
-    _MKT_CTX = {}
-    bars = prepare_bars('sh000001', start_date, end_date)
+    """大盘指数每日状态: A股用上证(sh000001)，港股用恒生(hkHSI)"""
+    global _MKT_CTX, _MKT_CTX_HK
+    _MKT_CTX = _load_index_ctx('sh000001', start_date, end_date)
+    _MKT_CTX_HK = _load_index_ctx('hkHSI', start_date, end_date)
+
+def _load_index_ctx(index_code, start_date, end_date):
+    ctx = {}
+    bars = prepare_bars(index_code, start_date, end_date)
     if not bars:
-        return
+        return ctx
     for i, b in enumerate(bars):
         slope = None
         if i >= 5:
@@ -288,11 +292,15 @@ def prepare_market_context(start_date, end_date):
             if m0 and m1:
                 slope = round((m1 - m0) / m0 * 100, 3)
         ma20 = b.get('ma20') or 0
-        _MKT_CTX[b['date']] = {
+        ctx[b['date']] = {
             'above_ma20': (b.get('close') or 0) > ma20 if ma20 > 0 else None,
             'ma20_slope': slope,
             'roc': b.get('roc'),
         }
+    return ctx
+
+def is_hk_code(code):
+    return len(code) == 5 and code.startswith('0')
 
 def prepare_sector_context(start_date, end_date):
     """行业上下文: sector_index_daily(全历史) 提供板块趋势; sector_snapshots(近期) 补充净流入"""
@@ -353,7 +361,10 @@ def prepare_sector_context(start_date, end_date):
     finally:
         conn.close()
 
-def mkt_ctx(date):
+def mkt_ctx(date, code=None):
+    """按市场取大盘情景：港股用恒指，A股用上证"""
+    if code and is_hk_code(code):
+        return _MKT_CTX_HK.get(date, {})
     return _MKT_CTX.get(date, {})
 
 def sector_ctx(code, date):
@@ -614,9 +625,9 @@ def run_backtest(strategy_version, start_date, end_date, capital=1000000, save=T
 
             if total_score >= entry_cfg['min_score'] and comp['momentum'] >= entry_cfg['min_momentum']:
                 factors = calc_factors(bars, i)
-                # 附加大盘/行业上下文
+                # 附加大盘/行业上下文（港股用恒指，A股用上证）
                 date = last.get('date')
-                mk = mkt_ctx(date)
+                mk = mkt_ctx(date, code)
                 sc_ctx = sector_ctx(code, date)
                 factors['mkt_above_ma20'] = mk.get('above_ma20')
                 factors['mkt_slope'] = mk.get('ma20_slope')