p2p: Keep reference to connections in test peer
p2p: Keep reference to connections in test peer

We observed non-deterministic test failures in one of our switch tests,
which would happen if the GC would run between iterations of the accept
loop. As we don't hold any reference to the connection the setup
finalizer might get triggered and therefore the file handle closed. For
the curious check the references on finalizers and the variable scoping
in the spec:

https://groups.google.com/forum/#!topic/golang-nuts/xWkhGJ5PY6c
https://groups.google.com/forum/#!topic/golang-nuts/d8aF4rAob7U/discussion
https://golang.org/ref/spec#Declarations_and_scope

Fixes #1266

tendermint/tendermint,tendermint/tendermint,tendermint/tendermint,tendermint/tendermint