Being fingered will not cause pregnancy, but if you feel that something else you did with your boyfriend could cause pregnancy and it has been more than a month since your menstruation, you might take a pregnancy test just to be sure.
A guy does not have the right to finger you at all if you don't want, whether or not he is your boyfriend. And he doesn't have the right to do it in a way that you don't like. So ask him to stop being so aggressive.
Even the roughest of fingering can't bring on a period, but it could bring on bleeding by irritating or cutting the sensitive cervix.