Run code once before and after ALL tests in xUnit.net

As of Nov 2015 xUnit 2 is out, so there is a canonical way to share features between tests. It is documented here.

Basically you'll need to create a class doing the fixture:

    public class DatabaseFixture : IDisposable
    {
        public DatabaseFixture()
        {
            Db = new SqlConnection("MyConnectionString");

            // ... initialize data in the test database ...
        }

        public void Dispose()
        {
            // ... clean up test data from the database ...
        }

        public SqlConnection Db { get; private set; }
    }

A dummy class bearing the CollectionDefinition attribute. This class allows Xunit to create a test collection, and will use the given fixture for all test classes of the collection.

    [CollectionDefinition("Database collection")]
    public class DatabaseCollection : ICollectionFixture<DatabaseFixture>
    {
        // This class has no code, and is never created. Its purpose is simply
        // to be the place to apply [CollectionDefinition] and all the
        // ICollectionFixture<> interfaces.
    }

Then you need to add the collection name over all your test classes. The test classes can receive the fixture through the constructor.

    [Collection("Database collection")]
    public class DatabaseTestClass1
    {
        DatabaseFixture fixture;

        public DatabaseTestClass1(DatabaseFixture fixture)
        {
            this.fixture = fixture;
        }
    }

It's a bit more verbose than MsTests AssemblyInitialize since you have to declare on each test class which test collection it belongs, but it's also more modulable (and with MsTests you still need to put a TestClass on your classes)

Note: the samples have been taken from the documentation.

To execute code on assembly initialize, then one can do this (Tested with xUnit 2.3.1)

using Xunit.Abstractions;
using Xunit.Sdk;

[assembly: Xunit.TestFramework("MyNamespace.MyClassName", "MyAssemblyName")]

namespace MyNamespace
{   
   public class MyClassName : XunitTestFramework
   {
      public MyClassName(IMessageSink messageSink)
        :base(messageSink)
      {
        // Place initialization code here
      }

      public new void Dispose()
      {
        // Place tear down code here
        base.Dispose();
      }
   }
}

See also https://github.com/xunit/samples.xunit/tree/master/AssemblyFixtureExample