This works..

gistfile1.txt

#!/usr/bin/python3
import pygame
import sys


exit_bool = False


def launch():
    pygame.init()
    pygame.display.set_mode((640, 480))


def exit_game():
    while exit is False:
        for event in pygame.event.get():
            if event.type == pygame.QUIT:
                global exit_bool
                exit_bool = True
    pygame.display.quit()
    pygame.quit()
    sys.exit()

launch()