You can use this:
import datetime
PSD = datetime.datetime(2019, 7, 1)
PED = datetime.datetime(2019, 7, 31)
dateDelta = (PED-PSD).days
STR = '{'
for date in range(dateDelta+1):
focusedDate = PSD + datetime.timedelta(date)
STR += focusedDate.strftime("%Y/%m/%d") + ','
STR = STR[:-1] + "}"
print(STR)
and the result will look like this:
{2019/07/01,2019/07/02,2019/07/03,2019/07/04,2019/07/05,2019/07/06,2019/07/07,2019/07/08,2019/07/09,2019/07/10,2019/07/11,2019/07/12,2019/07/13,2019/07/14,2019/07/15,2019/07/16,2019/07/17,2019/07/18,2019/07/19,2019/07/20,2019/07/21,2019/07/22,2019/07/23,2019/07/24,2019/07/25,2019/07/26,2019/07/27,2019/07/28,2019/07/29,2019/07/30,2019/07/31}