[BUG] Poll when shutdown

[wunder957]

Description

Call the function after shutdown event is set, avoid data loss

Motivation and Context

Currently shutdown will shut down the poller directly, and we should collect all the data before shutting it down.

How has this been tested?

see tests/test_poller.py

Types of changes

• Maintenance (no change in code, maintain the project's CI, docs, etc.)
• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to not work as expected)

Checklist:

• My code follows the code style of this project.
• My change requires a change to the documentation.
• I have updated the documentation accordingly.