A simple Python function to create an iterable date range.

date_range.py

import datetime


def date_range(start_date, end_date):
    """
    Yields each date in a range of dates
    Source for future reference: http://stackoverflow.com/a/1060330/4694834
    :param start_date: date to start the iteration
    :type start_date: datetime.datetime
    :param end_date: date to end the iteration
    :type end_date: datetime.datetime
    :return: iterable
    """
    if start_date > end_date:
        raise ValueError('The start date must be less than of equal the end date.')
    # The "+ 1" is to add the end date to the iteration
    for day in range((end_date - start_date).days + 1):
        yield start_date + datetime.timedelta(day=day)