Removing cached files after a pytest run

is it possible to share a global variable among all tests (which would contains e.g. a list of path to the cached objects) ?

I wouldn't go down that path. Global mutable state is something best avoided, particularly in testing.

is there a mechanism in py.test to call some command once all the tests are run (whether they succeed or not)?

Yes, add an auto-used session-scoped fixture into your project-level conftest.py file:

# conftest.py
import pytest

@pytest.yield_fixture(autouse=True, scope='session')
def test_suite_cleanup_thing():
    # setup
    yield
    # teardown - put your command here

The code after the yield will be run - once - at the end of the test suite, regardless of pass or fail.

is it possible to share a global variable among all tests (which would contains e.g. a list of path to the cached objects) ?

There are actually a couple of ways to do that, each with pros and cons. I think this SO answer sums them up quite nice - https://stackoverflow.com/a/22793013/3023841 - but for example:

def pytest_namespace():
     return  {'my_global_variable': 0}

def test_namespace(self):
     assert pytest.my_global_variable == 0

is there a mechanism in py.test to call some command once all the tests are run (whether they succeed or not)?

Yes, py.test has teardown functions available:

def setup_module(module):
    """ setup any state specific to the execution of the given module."""

def teardown_module(module):
    """ teardown any state that was previously setup with a setup_module
    method.
    """