Python: How to tell the for loop to continue from a function?

Python already has a very nice construct for doing just this and it doesn't use continue:

for i in range(10):
    try:
        r = 1.0 / (i % 2)
    except Exception, e:
        print(e)
    else:
        print(r)

I wouldn't nest any more than this, though, or your code will soon get very ugly.

In your case I would probably do something more like this as it is far easier to unit test the individual functions and flat is better than nested:

#!/usr/bin/env python

def something_that_may_raise(i):
    return 1.0 / (i % 2)

def handle(e):
    print("Exception: " + str(e))

def do_something_with(result):
    print("No exception: " + str(result))

def wrap_process(i):
    try:
        result = something_that_may_raise(i)
    except ZeroDivisionError, e:
        handle(e)
    except OverflowError, e:
        handle(e) # Realistically, this will be a different handler...
    else:
        do_something_with(result)

for i in range(10):
    wrap_process(i)

Remember to always catch specific exceptions. If you were not expecting a specific exception to be thrown, it is probably not safe to continue with your processing loop.

Edit following comments:

If you really don't want to handle the exceptions, which I still think is a bad idea, then catch all exceptions (except:) and instead of handle(e), just pass. At this point wrap_process() will end, skipping the else:-block where the real work is done, and you'll go to the next iteration of your for-loop.

Bear in mind, Errors should never pass silently.

The whole idea of exceptions is that they work across multiple levels of indirection, i.e., if you have an error (or any other exceptional state) deep inside your call hierarchy, you can still catch it on a higher level and handle it properly.

In your case, say you have a function attempt() which calls the functions attempt2() and attempt3() down the call hierarchy, and attempt3() may encounter an exceptional state which should cause the main loop to terminate:

class JustContinueException(Exception):
    pass

for i in range(0,99):
    try:
        var = attempt() # calls attempt2() and attempt3() in turn
    except JustContinueException:
        continue # we don't need to log anything here
    except Exception, e:
        log(e)
        continue

    foo(bar)

def attempt3():
    try:
        # do something
    except Exception, e:
        # do something with e, if needed
        raise # reraise exception, so we catch it downstream

You can even throw a dummy exception yourself, that would just cause the loop to terminate, and wouldn't even be logged.

def attempt3():
    raise JustContinueException()