[python package] include dmlc-tracker into xgb python pkg (#4731)

tests/python/test_tracker.py

@@ -0,0 +1,17 @@
+import time
+
+from xgboost import RabitTracker
+import xgboost as xgb
+
+
+def test_rabit_tracker():
+    tracker = RabitTracker(hostIP='127.0.0.1', nslave=1)
+    tracker.start(1)
+    rabit_env = [
+        str.encode('DMLC_TRACKER_URI=127.0.0.1'),
+        str.encode('DMLC_TRACKER_PORT=9091'),
+        str.encode('DMLC_TASK_ID=0')]
+    xgb.rabit.init(rabit_env)
+    ret = xgb.rabit.broadcast('test1234', 0)
+    assert str(ret) == 'test1234'
+    xgb.rabit.finalize()