Do you mean Liqian village?  The occupants are supposedly descended from Roman legionaries, but the one DNA test that has been done does not support the theory.  There are a few stories of legionaries being captured by the Parthians and then being shipped over to their eastern borders for guard duty.  There are also accounts of embassies between the two empires.  But I doubt the Roman Empire ever actually extended that far.

 

It certainly never extended as far as China. The best explanation is the one given above. Roman prisoners taken east and sold as slaves.