The solution is to not run it at all. Create the config file and directories manually (or rather automatically ;)), and run the indico setup create-symlinks command to create the wsgi file and static symlink.
You may also want to create the ~/.indico.conf symlink pointing to the config file so there’s no need for an INDICO_CONFIG env var.
I recommend having a look at the code of indico/cli/setup.py to see what the wizard does.