>>> import pandas as pd
>>> date_stngs = ('2008-12-20','2008-12-21','2008-12-22','2008-12-23')
>>> a = pd.Series([pd.to_datetime(date) for date in date_stngs])
>>> a
0 2008-12-20 00:00:00
1 2008-12-21 00:00:00
2 2008-12-22 00:00:00
3 2008-12-23 00:00:00
UPDATE
Use pandas.to_datetime(pd.Series(..)). It’s concise and much faster than above code.
>>> pd.to_datetime(pd.Series(date_stngs))
0 2008-12-20 00:00:00
1 2008-12-21 00:00:00
2 2008-12-22 00:00:00
3 2008-12-23 00:00:00