Create function through MySQLdb

The DELIMITER command is a MySQL shell client builtin, and it's recognized only by that program (and MySQL Query Browser). It's not necessary to use DELIMITER if you execute SQL statements directly through an API.

The purpose of DELIMITER is to help you avoid ambiguity about the termination of the CREATE FUNCTION statement, when the statement itself can contain semicolon characters. This is important in the shell client, where by default a semicolon terminates an SQL statement. You need to set the statement terminator to some other character in order to submit the body of a function (or trigger or procedure).

CREATE FUNCTION trivial_func (radius float) 
    RETURNS FLOAT

    BEGIN
    IF radius > 1 THEN
        RETURN 0.0; <-- does this semicolon terminate RETURN or CREATE FUNCTION?
    ELSE
        RETURN 1.0;
    END IF;
END

Since the API typically allows you to submit one SQL statement at a time, there's no ambiguity -- the interface knows that any semicolons inside the body of your function definition don't terminate the whole CREATE FUNCTION statement. So there's no need to change the statement terminator with DELIMITER.