Затянул песню, так веди до конца

Complete once you started doing something, make a good job of it. See Взялся за гуж, не говори, что не дюж (B), Говорить, так договаривать (Г), Начатого дела не бросай (H)

Var.: Наладил песню - пой, хоть тресни

Cf.:

Always finish a task begun (Am.). Do nothing by halves (Am.). Do what you do with all your might: things done half are never done right (Am.). If a task is once begun, never leave it till it's done (Am.). Let him that begins the song make an end (Br.). Never do things by halves (Br.). Never give up once you have started (Br,). Never leave a task until it is done (Am.). Never say A without saying В (Am.). Things done half are never done right (Am.)