可以使用Python的datetime模块来生成月份序列。

代码示例：

import datetime

def generate_date_sequence_by_months(start_date, end_date):
    start_month = datetime.datetime.strptime(start_date, '%Y-%m').date()
    end_month = datetime.datetime.strptime(end_date, '%Y-%m').date()
    
    dates = []
    while start_month <= end_month:
        dates.append(start_month.strftime('%Y-%m'))
        if start_month.month == 12:
            start_month = start_month.replace(year=start_month.year+1, month=1)
        else:
            start_month = start_month.replace(month=start_month.month+1)
            
    return dates

# 示例
start_date = '2020-07'
end_date = '2021-05'
dates = generate_date_sequence_by_months(start_date, end_date)
print(dates)

输出结果为:

['2020-07', '2020-08', '2020-09', '2020-10', '2020-11', '2020-12', '2021-01', '2021-02', '2021-03', '2021-04', '2021-05']