In a procedure called from the top level or an anonymous code block (DO command) called from the top level it is possible to control transactions. To commit the current transaction, call plpy.commit(). To roll back the current transaction, call plpy.rollback(). (Note that it is not possible to run the SQL commands COMMIT or ROLLBACK via plpy.execute or similar. It has to be done using these functions.) After a transaction is ended, a new transaction is automatically started, so there is no separate function for that.

Here is an example:

CREATE PROCEDURE transaction_test1()
LANGUAGE plpythonu
AS $$
for i in range(0, 10):
    plpy.execute("INSERT INTO test1 (a) VALUES (%d)" % i)
    if i % 2 == 0:
        plpy.commit()
    else:
        plpy.rollback()
$$;

CALL transaction_test1();

Transactions cannot be ended when an explicit subtransaction is active.