Drupal - Trying TDD with PHPUnit

My guess is that you're not including the phpunit.xml.dist file, which sits in the core folder.

Either run tests from there (./vendor/bin/phpunit ../modules/your_module) or specify that file with -c.

You can also provide your own phpunit.xml.dist file (see the Payment module as an example); then you can run PHPUnit from your module folder.