If the list of items to be played is known in advance of the player launching, it should be fairly trivial to hand the player the playlist as it's content;
https://sdkdocs.roku.com/display/sdkdoc/Video#Video-PlaybackFieldsotherwise, you can observe the video state field and if you get video.state = "finished", you can overwrite the content and restart the player. Apparently you may need to re init the client certificates when doing this; here's a snip from one of my channels where I did this to autoplay the next item:
m.Video.content = playcontent
m.video.EnableCookies()
m.video.SetCertificatesFile("common:/certs/ca-bundle.crt")
m.video.InitClientCertificates()
m.Video.control = "play"
