You don't need to convert anything. Just compare straight up. pandas
is smart enough to compare a lot of different types with regards to dates and times. You have to have a slightly more esoteric format if you're having issues with date/time compatibility.
import pandas as pd
from pandas.tseries.holiday import USFederalHolidayCalendar as calendar
dr = pd.date_range(start='2015-07-01', end='2015-07-31')
df = pd.DataFrame()
df['Date'] = dr
cal = calendar()
holidays = cal.holidays(start=dr.min(), end=dr.max())
df['Holiday'] = df['Date'].isin(holidays)
print df
Result:
Date Holiday
0 2015-07-01 False
1 2015-07-02 False
2 2015-07-03 True
3 2015-07-04 False
4 2015-07-05 False
5 2015-07-06 False
6 2015-07-07 False
7 2015-07-08 False
8 2015-07-09 False
9 2015-07-10 False
10 2015-07-11 False
11 2015-07-12 False
12 2015-07-13 False
13 2015-07-14 False
14 2015-07-15 False
15 2015-07-16 False
16 2015-07-17 False
17 2015-07-18 False
18 2015-07-19 False
19 2015-07-20 False
20 2015-07-21 False
21 2015-07-22 False
22 2015-07-23 False
23 2015-07-24 False
24 2015-07-25 False
25 2015-07-26 False
26 2015-07-27 False
27 2015-07-28 False
28 2015-07-29 False
29 2015-07-30 False
30 2015-07-31 False
Note that July 4, 2015 falls on a Saturday.
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