>>> import zmq
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "zmq/__init__.py", line 54, in <module>
    raise ImportError("%s\nAre you trying to `import zmq` from the pyzmq source dir?" % e)
ImportError: cannot import name initthreads
Are you trying to `import zmq` from the pyzmq source dir?

解决办法：在安装时，执行python setup.py build_ext --inplace