diff --git a/framework_v2/scripts/export_backtest_detail.py b/framework_v2/scripts/export_backtest_detail.py
index f1e2102..dbce3a2 100644
--- a/framework_v2/scripts/export_backtest_detail.py
+++ b/framework_v2/scripts/export_backtest_detail.py
@@ -143,10 +143,25 @@ def main():
     # 因子数据（DataFrame 格式）
     factor_df = pd.DataFrame(factors)
     
+    # 调试输出
+    print(f"[DEBUG] factor_df 索引类型: {type(factor_df.index)}")
+    print(f"[DEBUG] factor_df 索引是否为 DatetimeIndex: {isinstance(factor_df.index, pd.DatetimeIndex)}")
+    print(f"[DEBUG] factor_df 索引示例: {factor_df.index[:3]}")
+    
+    # 确保索引是 DatetimeIndex
+    if not isinstance(factor_df.index, pd.DatetimeIndex):
+        print("[DEBUG] 转换索引为 DatetimeIndex...")
+        factor_df.index = pd.to_datetime(factor_df.index)
+    
     # 将因子对齐到实际展示日历（前向填充）
     # 因子已经在原始数据上计算完成，这里只是将结果对齐到展示日历
     factor_df_aligned = factor_df.reindex(common_dates, method='ffill')
     
+    # 调试：检查 2026-04-30 的值
+    if '2026-04-30' in common_dates:
+        hsi_val = factor_df_aligned.loc['2026-04-30', 'HSI'] if 'HSI' in factor_df_aligned.columns else 'NO COLUMN'
+        print(f"[DEBUG] factor_df_aligned['2026-04-30', 'HSI']: {hsi_val}")
+    
     # 持仓状态跟踪
     holdings_state = {}  # {code: {'entry_date': str, 'entry_price': float}}
     prev_holdings = set()