Python iterate all days between two dates

datetime_between.py

from datetime import datetime, timedelta

ONE_DAY = timedelta(days=1)

def datetime_between(start, end, interval=timedelta(days=1),
                     ret_dtype='datetime'):
    """All datetime between start and end.
       Default interval: 1 day"""
    start = datetime.strptime(start.replace('-', ''), '%Y%m%d')
    end = datetime.strptime(end.replace('-', ''), '%Y%m%d')
    while start <= end:
        yield start if ret_dtype == 'datetime' else start.strftime('%Y%m%d')
        start += interval