[BugFix] Make program thread-local to support multi-threading (#338)

* make program thread local

* doc string

python/dgl/runtime/ir/program.py

@@ -2,6 +2,7 @@
 from __future__ import absolute_import
 
 from contextlib import contextmanager
+import threading
 
 from .registry import IR_REGISTRY
 
@@ -44,18 +45,30 @@ class Prog(object):
         for exe in self.execs:
             self.pprint_exe(exe)
 
+class CurrentProgram(threading.local):
+    """Thread local storage to keep the reference of current thread's program"""
+    def __init__(self):
+        super(CurrentProgram, self).__init__()
+        self.prog = None
+
+    def get_prog(self):
+        """Get program"""
+        return self.prog
+
+    def set_prog(self, program):
+        """Set program"""
+        self.prog = program
+
 # current program
-CURRENT_PROG = None
+CURRENT_PROG = CurrentProgram()
 
 def get_current_prog():
     """Get the current program."""
-    global CURRENT_PROG
-    return CURRENT_PROG
+    return CURRENT_PROG.get_prog()
 
 def set_current_prog(program):
     """Set the current program."""
-    global CURRENT_PROG
-    CURRENT_PROG = program
+    CURRENT_PROG.set_prog(program)
 
 @contextmanager
 def prog():