Helen is supposed to be the daughter of Zeus---who as a swan banged Helen's mother. But yeah, it's crazy that she could be portrayed by a black actress.
In most sources, including the Iliad and the Odyssey, Helen is the daughter of Zeus and of Leda, the wife of the Spartan king Tyndareus. Euripides' play Helen, written in the late 5th century BC, is the earliest source to report the most familiar account of Helen's birth: that, although her putative father was Tyndareus, she was actually Zeus' daughter. In the form of a swan, the king of gods was chased by an eagle, and sought refuge with Leda. The swan gained her affection, and the two mated. Leda then produced an egg, from which Helen emerged.