You don't have to reinvent the wheel. Just parse the strings into datetime objects and let python do the math for you:
from dateutil import rrule
from datetime import datetime
a = '20120525'
b = '20120627'
for dt in rrule.rrule(rrule.DAILY,
dtstart=datetime.strptime(a, '%Y%m%d'),
until=datetime.strptime(b, '%Y%m%d')):
print dt.strftime('%Y%m%d')
prints
20120525
20120526
20120527
…
20120625
20120626
20120627
from: https://stackoverflow.com/questions/11317378/how-to-get-all-dates-month-day-and-year-between-two-dates-in-python
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