Setup wallets for interface_zmq.py

test/functional/interface_zmq.py

@@ -62,6 +62,8 @@ class ZMQSubscriber:
 class ZMQTest (BitcoinTestFramework):
     def set_test_params(self):
         self.num_nodes = 2
+        if self.is_wallet_compiled():
+            self.requires_wallet = True
 
     def skip_test_if_missing_module(self):
         self.skip_if_no_py3_zmq()