I've always used a "non-native" wallet to mine to, or else Nicehash wallet.  I am just now starting to use a wallet where the blockchain is stored on my computer, while mining with an ASIC.  Do I have to keep my computer on and the wallet software open in order to mine to this wallet address?  I am specifically mining Pirate (ARRR) to an Agama wallet on Windows, using an Antminer Z11, and mining with Piratepool.io.