Because the story involves time travel, the historical context of "All You Zombies—" can be difficult to determine. However, there are a few pointers in the text that indicate context. Firstly, every time the main character travels through time, the author indicates the year traveled to in the text. For example, the first line in the story indicates that the main character has traveled to 1970.
The historical context is also indicated by different elements of the setting and plot. For example, when the main character acts as a bartender in the 1970s, he requests that certain songs are not included in the jukebox of his bar. According to the Radio Museum, jukeboxes were a mainstay in bars and diners prior to the 1980s but then succumbed to obsolescence. In any case, the use of a piece of technology to indicate time is common in science fiction, and I would assume that the author used the jukebox to do exactly that.
Finally, Jane's time spent in an orphanage signals a historical context that goes further back in time than the jukebox. Jane's story is one that is well described by the "doorstop baby" trope, where a child is left at the doorstop of an orphanage or home to be taken in by those who live or work there. While orphanages used to be part of the social welfare system in the United States, many orphanages shut down following the 1970s, when many began to question their efficacy. However, Jane was brought to the orphanage by the older version of herself in 1945, a time when orphanages were likely prolific due to the economic downturn of the Great Depression in the 1930s.