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lines changed Original file line number Diff line number Diff line change @@ -388,13 +388,13 @@ cdef class FilteredSecurityValueHolder(SecurityValueHolder):
388388 return self ._computer.holders
389389
390390 cpdef value_all(self ):
391- cdef SeriesValues filter_value
391+ cdef np.ndarray[np.uint8_t, ndim = 1 , cast = True ] filter_value
392392
393393 if self .updated:
394394 return self .cached
395395 else :
396- filter_value = self ._filter.value_all()
397- self .cached = self ._computer.value_all().mask(filter_value.values )
396+ filter_value = self ._filter.value_all().values.astype( bool )
397+ self .cached = self ._computer.value_all().mask(filter_value)
398398 self .updated = 1
399399 return self .cached
400400
Original file line number Diff line number Diff line change @@ -70,12 +70,12 @@ cdef class SeriesValues(object):
7070 @ cython.boundscheck (False )
7171 @ cython.wraparound (False )
7272 cpdef SeriesValues mask(self , np.ndarray flags):
73- cdef np.ndarray bool_flags = flags.astype( bool )
73+ cdef np.ndarray filtered_names
7474 if not self .name_array:
7575 self .name_array = np.array(sorted (self .name_mapping.keys()), dtype = str )
7676
77- filtered_names = self .name_array[bool_flags ]
78- return SeriesValues(self .values[bool_flags ], dict (zip (filtered_names, range (len (filtered_names)))))
77+ filtered_names = self .name_array[flags ]
78+ return SeriesValues(self .values[flags ], dict (zip (filtered_names, range (len (filtered_names)))))
7979
8080 def __invert__ (self ):
8181 return SeriesValues(~ self .values, self .name_mapping)
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