python: How to detect when my thread become orphan?

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I have a program using a thread. When my program is closed, my thread is still running and that's normal. I would like to know how my thread can detect that the main program is terminated; by itself ONLY. How would I do that?

My thread is in an infinite loop and process many object in a Queue. I can't define my thread as a daemon, else I can lose some data at the end of the main program. I don't want that my main program set a boolean value when it closed.

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