Another solution if you would like to use the .query() method.
It allows you to use write readable code like .query(f"{start} < MyDate < {end}") on the trade off, that .query() parses strings and the columns values must be in pandas date format (so that it is also understandable for .query())
df = pd.DataFrame({
'MyValue': [1,2,3],
'MyDate': pd.to_datetime(['2021-01-01','2021-01-02','2021-01-03'])
})
start = datetime.date(2021,1,1).strftime('%Y%m%d')
end = datetime.date(2021,1,3).strftime('%Y%m%d')
df.query(f"{start} < MyDate < {end}")
(following the comment from @Phillip Cloud, answer from @Retozi)