How to set up the DbContext in xUnit test project properly?

I found a way to do it.

var dbOption = new DbContextOptionsBuilder<MyDbContext>()
    .UseSqlServer("....")
    .Options;

The George Alexandria's solutions work for me:

var optionsBuilder = new DbContextOptionsBuilder<MyDbContext>();
optionsBuilder.UseInMemoryDatabase(); 
var context = new MyDbContext(optionsBuilder.Options);

The UseInMemoryDatabase extension method is included in Microsoft.EntityFrameworkCore.InMemory

EF 2.0 requires that all in-memory database are named, so be sure to name it like so:

var optionsBuilder = new DbContextOptionsBuilder<MyDbContext>();
optionsBuilder.UseInMemoryDatabase("MyInMemoryDatabseName"); 
var context = new MyDbContext(optionsBuilder.Options);