SparkSQL on pyspark: how to generate time series?

EDIT
This creates a dataframe with one row containing an array of consecutive dates:

from pyspark.sql.functions import sequence, to_date, explode, col

spark.sql("SELECT sequence(to_date('2018-01-01'), to_date('2018-03-01'), interval 1 month) as date")

+------------------------------------------+
|                  date                    |
+------------------------------------------+
| ["2018-01-01","2018-02-01","2018-03-01"] |
+------------------------------------------+

You can use the explode function to "pivot" this array into rows:

spark.sql("SELECT sequence(to_date('2018-01-01'), to_date('2018-03-01'), interval 1 month) as date").withColumn("date", explode(col("date"))

+------------+
|    date    |
+------------+
| 2018-01-01 |
| 2018-02-01 |
| 2018-03-01 |
+------------+

(End of edit)

Spark v2.4 support sequence function:

sequence(start, stop, step) - Generates an array of elements from start to stop (inclusive), incrementing by step. The type of the returned elements is the same as the type of argument expressions.

Supported types are: byte, short, integer, long, date, timestamp.

Examples:

SELECT sequence(1, 5);

[1,2,3,4,5]

SELECT sequence(5, 1);

[5,4,3,2,1]

SELECT sequence(to_date('2018-01-01'), to_date('2018-03-01'), interval 1 month);

[2018-01-01,2018-02-01,2018-03-01]

https://docs.databricks.com/spark/latest/spark-sql/language-manual/functions.html#sequence

@Rakesh answer is correct, but I would like to share a less verbose solution:

import datetime
import pyspark.sql.types
from pyspark.sql.functions import UserDefinedFunction

# UDF
def generate_date_series(start, stop):
    return [start + datetime.timedelta(days=x) for x in range(0, (stop-start).days + 1)]    

# Register UDF for later usage
spark.udf.register("generate_date_series", generate_date_series, ArrayType(DateType()) )

# mydf is a DataFrame with columns `start` and `stop` of type DateType()
mydf.createOrReplaceTempView("mydf")

spark.sql("SELECT explode(generate_date_series(start, stop)) FROM mydf").show()

Suppose you have dataframe df from spark sql, Try this

from pyspark.sql.functions as F
from pyspark.sql.types as T

def timeseriesDF(start, total):
    series = [start]
    for i xrange( total-1 ):
        series.append(
            F.date_add(series[-1], 1)
        )
    return series

df.withColumn("t_series", F.udf(
                timeseriesDF, 
                T.ArrayType()
            ) ( df.start, F.datediff( df.start, df.stop ) ) 
    ).select(F.explode("t_series")).show()

The existing answers will work, but are very inefficient. Instead it is better to use range and then cast data. In Python

from pyspark.sql.functions import col
from pyspark.sql import SparkSession

def generate_series(start, stop, interval):
    """
    :param start  - lower bound, inclusive
    :param stop   - upper bound, exclusive
    :interval int - increment interval in seconds
    """
    spark = SparkSession.builder.getOrCreate()
    # Determine start and stops in epoch seconds
    start, stop = spark.createDataFrame(
        [(start, stop)], ("start", "stop")
    ).select(
        [col(c).cast("timestamp").cast("long") for c in ("start", "stop")
    ]).first()
    # Create range with increments and cast to timestamp
    return spark.range(start, stop, interval).select(
        col("id").cast("timestamp").alias("value")
    )

Example usage:

generate_series("2000-01-01", "2000-01-05", 60 * 60).show(5)  # By hour

+-------------------+
|              value|
+-------------------+
|2000-01-01 00:00:00|
|2000-01-01 01:00:00|
|2000-01-01 02:00:00|
|2000-01-01 03:00:00|
|2000-01-01 04:00:00|
+-------------------+
only showing top 5 rows

generate_series("2000-01-01", "2000-01-05", 60 * 60 * 24).show()  # By day

+-------------------+
|              value|
+-------------------+
|2000-01-01 00:00:00|
|2000-01-02 00:00:00|
|2000-01-03 00:00:00|
|2000-01-04 00:00:00|
+-------------------+