Prevent double UCX initialization in test_dgx (rapidsai#1301)

Double initialization of UCX context may raise exceptions and cause test failures, prevent that by reseting the context after doing some initial checks.

Authors:
  - Peter Andreas Entschev (https://github.com/pentschev)

Approvers:
  - Benjamin Zaitlen (https://github.com/quasiben)

URL: rapidsai#1301

dask_cuda/tests/test_dgx.py

@@ -144,6 +144,10 @@ def _test_ucx_infiniband_nvlink(
     else:
         skip_queue.put("ok")
 
+    # `ucp.get_active_transports()` call above initializes UCX, we must reset it
+    # so that Dask doesn't try to initialize it again and raise an exception.
+    ucp.reset()
+
     if enable_infiniband is None and enable_nvlink is None and enable_rdmacm is None:
         enable_tcp_over_ucx = None
         cm_tls = ["all"]