Convert Outcome, Treatment and instrument columns to float

doubleml/data/base_data.py

@@ -702,8 +702,12 @@ def _set_y_z(self):
         def _set_attr(col):
             if col is None:
                 return None
-            assert_all_finite(self.data.loc[:, col])
-            return self.data.loc[:, col]
+            if isinstance(col, list):
+                converted_data = self.data.loc[:, col].apply(pd.to_numeric, errors="raise")
+            else:
+                converted_data = pd.to_numeric(self.data.loc[:, col], errors="raise")
+            assert_all_finite(converted_data)
+            return converted_data
 
         self._y = _set_attr(self.y_col)
         self._z = _set_attr(self.z_cols)
@@ -740,7 +744,13 @@ def set_x_d(self, treatment_var):
             assert_all_finite(self.data.loc[:, self.d_cols], allow_nan=self.force_all_d_finite == "allow-nan")
         if self.force_all_x_finite:
             assert_all_finite(self.data.loc[:, xd_list], allow_nan=self.force_all_x_finite == "allow-nan")
-        self._d = self.data.loc[:, treatment_var]
+
+        treatment_data = self.data.loc[:, treatment_var]
+        # For panel data, preserve datetime type for treatment variables
+        if pd.api.types.is_datetime64_any_dtype(treatment_data):
+            self._d = treatment_data
+        else:
+            self._d = pd.to_numeric(treatment_data, errors="raise")
         self._X = self.data.loc[:, xd_list]
 
     def _get_optional_col_sets(self):

doubleml/data/tests/test_dml_data.py

@@ -1,3 +1,5 @@
+from decimal import Decimal
+
 import numpy as np
 import pandas as pd
 import pytest
@@ -661,3 +663,32 @@ def test_property_setter_rollback_on_validation_failure():
         dml_data.z_cols = ["y"]
     # Object should remain unchanged
     assert dml_data.z_cols == original_z_cols
+
+
+@pytest.mark.ci
+def test_dml_data_decimal_to_float_conversion():
+    """Test that Decimal type columns are converted to float for y and d."""
+    n_obs = 100
+    data = {
+        "y": [Decimal(i * 0.1) for i in range(n_obs)],
+        "d": [Decimal(i * 0.05) for i in range(n_obs)],
+        "x": [Decimal(i) for i in range(n_obs)],
+        "z": [Decimal(i * 2) for i in range(n_obs)],
+    }
+    df = pd.DataFrame(data)
+
+    dml_data = DoubleMLData(df, y_col="y", d_cols="d", x_cols="x", z_cols="z")
+
+    assert dml_data.y.dtype == np.float64, f"Expected y to be float64, got {dml_data.y.dtype}"
+    assert dml_data.d.dtype == np.float64, f"Expected d to be float64, got {dml_data.d.dtype}"
+    assert dml_data.z.dtype == np.float64, f"Expected z to be float64, got {dml_data.z.dtype}"
+    # x is not converted to float, so its dtype remains Decimal
+    assert dml_data.x.dtype == Decimal
+
+    expected_y = np.array([float(Decimal(i * 0.1)) for i in range(n_obs)])
+    expected_d = np.array([float(Decimal(i * 0.05)) for i in range(n_obs)])
+    expected_z = np.array([float(Decimal(i * 2)) for i in range(n_obs)]).reshape(-1, 1)
+
+    np.testing.assert_array_almost_equal(dml_data.y, expected_y)
+    np.testing.assert_array_almost_equal(dml_data.d, expected_d)
+    np.testing.assert_array_almost_equal(dml_data.z, expected_z)