fixed bug for boolean values

Author: wegamekinglc

PyFin/Analysis/SecurityValueHolders.pyx

@@ -260,13 +260,13 @@ cdef class SecurityValueHolder(object):
             for j, dict_data in enumerate(split_values):
                 self.push(dict_data)
                 end_count = start_count + len(dict_data)
-                narr_view = self.value_by_names(split_category[j]).values
+                narr_view = self.value_by_names(split_category[j]).values.astype(float)
                 output_values[start_count:end_count]  = narr_view
                 start_count = end_count
         else:
             for j, dict_data in enumerate(split_values):
                 self.push(dict_data)
-                output_values[j] = self.value_by_name(split_category[j][0])
+                output_values[j] = float(self.value_by_name(split_category[j][0]))
 
         df = pd.DataFrame(np.array(output_values), index=data.index, columns=[name])
         if not dummy_category:

PyFin/examples/stock_screening.py

@@ -0,0 +1,29 @@
+# -*- coding: utf-8 -*-
+u"""
+Created on 2019-2-16
+
+@author: cheng.li
+"""
+
+import os
+from PyFin.api import *
+from alphamind.api import *
+
+
+universe_name = 'zz1000'
+formula = CSBottomN(LAST('ROE'), 20)
+ref_date = '2019-02-13'
+
+depends = formula.fields
+
+engine = SqlEngine(os.environ['DB_URI'])
+universe = Universe(universe_name)
+codes = universe.query(engine, dates=[ref_date])
+
+factors = engine.fetch_factor(ref_date, depends, codes.code.tolist())
+factors.index = [1] * len(factors)
+factors = factors[['code'] + depends]
+
+res = formula.transform(factors, name='factor', category_field='code')
+
+print(res[res.factor == 1])