I think the solution to add following to .psqlrc is far from perfection
\set ON_ERROR_STOP on
there exists much more simple and convenient way – use psql with parameter:
psql -v ON_ERROR_STOP=1
better to use also -X parameter turning off .psqlrc file usage.
Works perfectly for me
p.s. the solution found in great post from Peter Eisentraut. Thank you, Peter!
http://petereisentraut.blogspot.com/2010/03/running-sql-scripts-with-psql.html