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Bug: Worker with ZeroMQ does not work on Windows with default configuration #524

@raidzin

Description

@raidzin

Asynchronous ZeroMQ does not work on Windows with default asyncio.WindowsProactorEventLoopPolicy.

It raises:

RuntimeError: Proactor event loop does not implement add_reader family of methods required for zmq. zmq will work with proactor if tornado >= 6.1 can be found.
Use `asyncio.set_event_loop_policy(WindowsSelectorEventLoopPolicy())` or install 'tornado>=6.1' to avoid this error.

If I install tornado as required by the exception, then the worker starts, but there is a warning that I need to configure the eventloop.

RuntimeWarning: Proactor event loop does not implement add_reader family of methods required for zmq. Registering an additional selector thread for add_reader support via tornado. Use `asyncio.set_event_loop_policy(WindowsSelectorEventLoopPolicy())` to avoid this warning.        
  self._get_loop()

Adding asyncio.set_event_loop_policy(WindowsSelectorEventLoopPolicy()) to the application code has no effect for worker

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