def run(self):
        self.finished.wait(self.interval)
        if not self.finished.isSet():
            self.function(*self.args, **self.kwargs)
        self.finished.set()

I think the function run() should be modified to like this below:

def run(self):
        while not self.finished.isSet():
            self.finished.wait(self.interval)
            self.function(*self.args, **self.kwargs)

In this case, it can still run on next 'interval', and next's next...