Python: Wait on all of `concurrent.futures.ThreadPoolExecutor`'s futures

Just call Executor.shutdown:

shutdown(wait=True)

Signal the executor that it should free any resources that it is using when the currently pending futures are done executing. Calls to Executor.submit() and Executor.map() made after shutdown will raise RuntimeError.

If wait is True then this method will not return until all the pending futures are done executing and the resources associated with the executor have been freed.

However if you keep track of your futures in a list then you can avoid shutting the executor down for future use using the futures.wait() function:

concurrent.futures.wait(fs, timeout=None, return_when=ALL_COMPLETED)

Wait for the Future instances (possibly created by different Executor instances) given by fs to complete. Returns a named 2-tuple of sets. The first set, named done, contains the futures that completed (finished or were cancelled) before the wait completed. The second set, named not_done, contains uncompleted futures.

note that if you don't provide a timeout it waits until all futures have completed.

You can also use futures.as_completed() instead, however you'd have to iterate over it.

Bakuriu's answer is correct. Just to extend a little bit. As we all know a context manager has __enter__ and __exit__ method. Here is how class Executor(ThreadPoolExecutor's base class) is defined

class Executor(object):

    # other methods

    def shutdown(self, wait=True):
        """Clean-up the resources associated with the Executor.

        It is safe to call this method several times. Otherwise, no other
        methods can be called after this one.

        Args:
            wait: If True then shutdown will not return until all running
                futures have finished executing and the resources used by the
                executor have been reclaimed.
        """
        pass

    def __enter__(self):
        return self

    def __exit__(self, exc_type, exc_val, exc_tb):
        self.shutdown(wait=True)
        return False

And it is ThreadPoolExecutor that actually defines the shutdown method

class ThreadPoolExecutor(_base.Executor):
    def shutdown(self, wait=True):
        with self._shutdown_lock:
            self._shutdown = True
            self._work_queue.put(None)
        if wait:
            for t in self._threads:
                t.join()

As stated before, one can use Executor.shutdown(wait=True), but also pay attention to the following note in the documentation:

You can avoid having to call this method explicitly if you use the with statement, which will shutdown the Executor (waiting as if Executor.shutdown() were called with wait set to True):

import shutil
with ThreadPoolExecutor(max_workers=4) as e:
    e.submit(shutil.copy, 'src1.txt', 'dest1.txt')
    e.submit(shutil.copy, 'src2.txt', 'dest2.txt')
    e.submit(shutil.copy, 'src3.txt', 'dest3.txt')
    e.submit(shutil.copy, 'src4.txt', 'dest4.txt')