Finish the story.
Finish it whether it's one book, two, or five. Writing is practice for writing; editing is practice for editing. No effort is wasted.
If you have two or three really good books, then when you present book 1 to an agent you can say "book 2/3 is already finished and edited." This means that if the agent likes it, there is/are already sequel(s) in the pipeline, and the publisher doesn't have to worry about a one-hit wonder who can't produce another book. This also shows you have the stick-to-it-ive-ness to complete a long work, or several, and maintain complex plots. These are good things.
Related and useful: