ENH: improve datetime string parsing with CustomBusinessDay
Currently CustomBusinessDay requires a strict format for holiday definition

```
CustomBusinessDay(holidays=['2014-05-12'])
```

but the following would raise a ValueError:

```
CustomBusinessDay(holidays=['5/12/2014'])
```

this PR makes the date parsing easier and adds a unit test

hmm, this is going to be a perf issue I think maybe. Not sure if their are perf tests already for this. Can you investigate and/or add?

 This takes a `calendar` option for a created set of the `Holiday`. Is that not sufficient?
 I'm not sure how the `calendar` option works when I'd like to define my own custom list of holidays. The example I see in the docs is with a predefined `USFederalHolidayCalendar`. That's why I'm passing an explicit list. Also in general it seems a bit weird that the `holidays` option requires a specific datetime format.

I can look into the performance impact, will keep you posted. Thanks. 
 Take a look at the [documentation for holidays](http://pandas.pydata.org/pandas-docs/stable/timeseries.html#holidays-holiday-calendars).  The predefined calendar is merely there as an example.
 @mortada can you revisit this? I would rather see this in the contstruction methods of the holidays than here.
 I think this is covered by the `calendar` option, would accept an example / docs that clarify things though
 @jreback I agree, this should be closed, thanks
