Leap year bug in tseries/holiday.py
Hello.  I found a leap year bug for you.  Hopefully you can fix before Feb 29th 2020 comes around.

https://github.com/pandas-dev/pandas/blob/181f972d2f4e6bd5c8c33721175f68188cfa1a0d/pandas/tseries/holiday.py#L251-L255

The problem here is that if either `start_date.year - 1` or `end_date.year + 1` give a *common* year, and `self.month` is `2` and `self.day` is `29`, then the `datetime` constructor will return a `ValueError`.