Are you running PHPUnit from the command line or from an IDE?
Check if your IDE is configured to use the proper phpunit.xml from the project's root folder and the autoload.php included in the /vendor folder. Also, check if you are calling PHPUnit from /vendor/bin/phpunit included in your app installation and not from other installation or even from a global installation on your OS in case you are using the command line.
And what do you mean by you are using vendor/bin/phpunit vendor/pedroroccon/my-package? Are you using PHPUnit to run a folder you placed inside the /vendor directory? If so, I am afraid your default PHPUnit configuration will not understand this.
@diegoaurino I'm running the PHPUnit from a command line.
I solved the problem updating my local installation of PHPUnit and running directly from the base installation instead of /vendor/bin/phpunit.
I'm doing phpunit vendor/pedroroccon/my-package instead of vendor/bin/phpunit vendor/pedroroccon/my-package
When I execute composer install it gives me a message telling that everything is up-to-date.