Try with something like that:
public function loadSqlFiles(sfEvent $event)
{
$task = $event->getSubject();
$taskName = $task->getName();
if ($taskName == 'insert-sql') {
$conn = Doctrine_Manager::connection();
$filesPath = sfConfig::get('sf_data_dir') . '/sql/full-data';
// get all files
$files = sfFinder::type('file')->sort_by_name()->name('*.sql')->in($filesPath);
foreach ($files as $file) {
$task->logSection('custom-sql', sprintf('Inserting custom sql file (%s)', $file));
$res = $conn->getDbh()->exec(file_get_contents($file));
}
}
}