We study the spin-resolved transport properties of T-shaped double quantum dots coupled to ferromagnetic leads. Using the numerical renormalization group method, we calculate the linear conductance and the spin polarization of the current for various model parameters and at different temperatures. We show that an effective exchange field due to the presence of ferromagnets results in different conditions for Fano destructive interference in each spin channel. This spin dependence of the Fano effect leads to perfect spin polarization, the sign of which can be changed by tuning the dots levels. Large spin polarization occurs due to Coulomb correlations in the dot, which is not directly coupled to the leads, while finite correlations in the directly-coupled dot can further enhance this effect. Moreover, we complement accurate numerical results with a simple qualitative explanation based on analytical expressions for the zero-temperature conductance. The proposed device provides a prospective example of an electrically-controlled, fully spin-polarized current source, which operates without an external magnetic field.