How on earth does she want you to "rescue" her? By giving her money? ABsolutely NOT. You're going to have to be honest -- and tell her that you just do NOT have it. There is no shame in that. This has been a horrid year for most people -- at least the middle class down to the poor.
This year NO one can "rescue" ANYONE. So if she spent too much money throughout the year that she can't afford Christmas, well it's HER fault, not yours.
You don't owe her your life's blood. You cannot rescue her honey. Don't feel guilty either. You have to keep your money for YOURSELF and whomever you live with, etc.
Don't give in, ok? If you don't have food yourself, don't give it away to your sister! SAY NO. God bless & please take care of YOU. Hugs, Lee