Create a New Feature

fn = 'C:/pyqgis/vector/id_roads_copy.shp'
lyr = QgsVectorLayer(fn, 'roads', 'ogr')

newfeat = QgsFeature(lyr.fields())
newfeat.setAttributes(['1005', 'added new feature', 'zz', 'zzz'])
geom = QgsGeometry.fromPolyline([QgsPoint(-117.0, 40.0), QgsPoint(-110.0, 40.0)])
newfeat.setGeometry(geom)
lyr.dataProvider().addFeatures([newfeat])