[worker] fix: create a new event loop if none exists (#3703)

### What does this PR do?

I am working on integrating transferqueue into verl. Specifically, we
convert metadata into dataproto in the `register` method of
`single_controller/base/decorator.py/`. In this step,
`asyncio.run(tq_client.async_get_data(metadata)` is called to get the
specific data.

If `asyncio.run` and `asyncio.get_event_loop` are called sequentially in
the same thread, a RuntimeError: `There is no current event loop in
thread %r` is thrown.

This PR fixes the above-mentioned issue.

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verl/workers/fsdp_workers.py

@@ -902,7 +902,11 @@ class ActorRolloutRefWorker(Worker, DistProfilerExtension):
 
         timing_generate = {}
         if self._is_actor:  # For rollout only, we do not switch context.
-            loop = asyncio.get_event_loop()
+            try:
+                loop = asyncio.get_event_loop()
+            except RuntimeError:
+                loop = asyncio.new_event_loop()
+                asyncio.set_event_loop(loop)
             loop.run_until_complete(self.rollout_mode())
             log_gpu_memory_usage("After switch to rollout mode", logger=logger)
 

verl/workers/megatron_workers.py

@@ -669,7 +669,11 @@ class ActorRolloutRefWorker(MegatronWorker, DistProfilerExtension):
 
         timing_generate = {}
         if self._is_actor:  # For rollout only, we do not switch context.
-            loop = asyncio.get_event_loop()
+            try:
+                loop = asyncio.get_event_loop()
+            except RuntimeError:
+                loop = asyncio.new_event_loop()
+                asyncio.set_event_loop(loop)
             loop.run_until_complete(self.rollout_mode())
             log_gpu_memory_usage("After switch to rollout mode", logger=logger)