from PyQt5.QtWidgets import QWidget, QApplication
from PyQt5.QtGui import QPainter, QColor
from PyQt5.QtCore import *
import sys

class MyWidget(QWidget):
    def __init__(self):
        super().__init__()
        self.begin = QPoint()
        self.end = QPoint()
        self.setWindowFlag(Qt.FramelessWindowHint)
        self.setWindowFlag(Qt.WindowStaysOnTopHint)
        self.setAttribute(Qt.WA_TranslucentBackground)
        self.showFullScreen()


    def paintEvent(self, event):
        qp = QPainter(self)
        col = QColor(0, 0, 0)
        col.setNamedColor('red')
        qp.setPen(col)
        qp.drawRect(QRect(self.begin, self.end))

    def mousePressEvent(self, event):
        self.begin = event.pos()
        self.end = event.pos()
        self.update()

    def mouseMoveEvent(self, event):
        self.end = event.pos()
        self.update()

    def mouseReleaseEvent(self, event):
        self.end = event.pos()
        self.update()

if __name__ == '__main__':
    app = QApplication(sys.argv)
    window = MyWidget()
    sys.exit(app.exec_())