Obtém o primeiro e último dia útil de cada mês.

primeiro_dia_util.py

resmin = []
for month in range(1, 13):
  calmin = calendar.monthcalendar(year, month)
  for i, w in enumerate(calmin):
    for j, d in enumerate(w):
      if 0 == d:
        calmin[i][j] = 32
  day = min([week[0:5] for week in calmin][0])
  if day == 32:
     day = min([week[0:5] for week in calmin][1])
  resmin.append(
    "{:02d}/{:02d}/{:4d}".format(day, month, year))

ultimo_dia_util.py

import calendar
  
year = 1997
  
resmax = []
for month in range(1, 13):
  resmax.append(
    "{:02d}/{:02d}/{:4d}".format(
    max(max(week[0:5] for week in calendar.monthcalendar(year, month))), month, year))