Note that there is a handy PeriodIndex version of pd.date_range:

  pd.period_range(date_from, date_to, freq = "D")

AFAICT, a PeriodIndex and DateTimeIndex function mostly the same, and have many of the same methods, except...

  * DateTimeIndex can't hold dates far in the future
  * PeriodIndex can't easily round to the end of a period (e.g. date + 0*MonthEnd() errors)
  * PeriodIndex doesn't handle timezones?