Получите даты между двумя диапазонами
import datetime
d1 = datetime.date(2015, 1, 1)
d2 = datetime.date(2015, 2, 6)
days = [d1 + datetime.timedelta(days=x) for x in range((d2-d1).days + 1)]
for day in days:
print(day.strftime('%Y%m%d'))
# ======================================================================== #
import pandas
pd.date_range('2012-05-25', '2012-06-27', freq='D')
Combative Cormorant