You can use pandas.date_range,
import pandas
pd.date_range('2012-05-25', '2012-06-27', freq='D')
which will produce
DatetimeIndex(['2012-05-25', '2012-05-26', '2012-05-27', '2012-05-28',
'2012-05-29', '2012-05-30', '2012-05-31', '2012-06-01',
...
'2012-06-22', '2012-06-23', '2012-06-24', '2012-06-25',
'2012-06-26', '2012-06-27'],
dtype='datetime64[ns]', freq='D')
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