Set the state of the BFD session.

def _set_state(self, new_state, diag=None):
        """
        Set the state of the BFD session.
        """
        old_state = self._session_state

        LOG.info("[BFD][%s][STATE] State changed from %s to %s.",
                 hex(self._local_discr),
                 bfd.BFD_STATE_NAME[old_state],
                 bfd.BFD_STATE_NAME[new_state])
        self._session_state = new_state

        if new_state == bfd.BFD_STATE_DOWN:
            if diag is not None:
                self._local_diag = diag
            self._desired_min_tx_interval = 1000000
            self._is_polling = True
            self._update_xmit_period()
        elif new_state == bfd.BFD_STATE_UP:
            self._desired_min_tx_interval = self._cfg_desired_min_tx_interval
            self._is_polling = True
            self._update_xmit_period()

        self.app.send_event_to_observers(
            EventBFDSessionStateChanged(self, old_state, new_state))