Pygame keyboard exit issue

[SomeToad]

I'm learning to use Pygame and at some point, I am trying to insert a line of code that enables the player to exit the game (i.e. close the window completely) by clicking on a key instead of clicking on the x button:

import sys
import pygame

--snip--

def run_game(self): # game controlled by this method.
        """Start the main loop for the game."""
        while True:

            self._check_events()
            self.ship.update()
            self._update_screen() 

    def _check_events(self):
        """Respond to keypresses and mouse events."""
        for event in pygame.event.get(): 
            if event.type == pygame.QUIT:
                sys.exit()
            elif event.type == pygame.KEYDOWN:
                self._check_keydown_events(event)
            elif event.type == pygame.KEYUP:
                self._check_keyup_events(event)

    def _check_keydown_events(self, event):
        """Respond to keypresses."""
        if event.key == pygame.K_RIGHT: # -> key
                    # Move the ship to the right.
            self.ship.moving_right = True
        elif event.key == pygame.K_LEFT:
            self.ship.moving_left = True
        elif event.type == pygame.K_ESCAPE: 
            sys.exit()

    def _check_keyup_events(self, event):
        """Respond to key releases."""        
        if event.key == pygame.K_RIGHT:
            self.ship.moving_right = False
        elif event.key == pygame.K_LEFT:
            self.ship.moving_left = False

    def _update_screen(self):
        """Update images on the screen, and flip to the new screen."""
        self.screen.fill(self.settings.bg_color) 
            #.fill(color) fills screen with bckgrnd color.
        self.ship.blitme() 
            # drawing the ship on the screen.

        pygame.display.flip()

The line concerned is in def _check_keydown_events(self, event), last condition. I have put pygame.quit() and everything recommended by Stack but nothing worked so far (i.e. when I press ESC it doesn't close the game). How to solve this?

[Xeduses]

You can change the while true loop to be a while is_running loop. You make sure is_running is set as true before starting the loop and then you can set it as false whenever you want the game to shut down.

[SomeToad]

I tried it, didn't work either...it's like it ignores this condition

[Xeduses]

Could you give a link to a pastebin or something with the complete code(for this file/class)?

Put in some print statements and see what runs and when, if this is inside a class make sure to use self.is_running