Pandas is great for time series in general, and has direct support both for date ranges and date parsing (it’s automagic).
import pandas as pd
date1 = '2011-05-03'
date2 = '2011-05-10'
mydates = pd.date_range(date1, date2).tolist()
It also has lots of options to make life easier. For example if you only wanted weekdays, you would just swap in bdate_range.
See https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#generating-ranges-of-timestamps