In your Acumatica environment has someone gone to the AR Preferences screen and pressed save?  I usually get this error on brand new sites when the numbering sequences, etc. have not been saved (though they populate by default).

I did what you indicated, but now I get the following error, remember that I'm running unit tests 

Is there at least one company set up in your system and has the basic configuration been completed?  There may be some other ideas here for troubleshooting your error:  

Yes there is, but I would like to make use of the [Fact] property when executing I get another error:

ComponentNotRegisteredException: The requested service 'System.Func`2[[PX.Data.PXGraph, PX.Data, Version=1.0.0.0, Culture=neutral, PublicKeyToken=null],[PX.Objects.CM.Extensions.IPXCurrencyService, PX.Objects, Version=1.0.0.0, Culture=neutral, PublicKeyToken=null]]' has not been registered. To avoid this exception, register a component that provides the service, check the service registration using IsRegistered() or use the ResolveOptional() method to resolve an optional dependency

Did you register the service as it is described in https://help.acumatica.com/(W(2))/Help?ScreenId=ShowWiki&pageid=83427471-c909-4771-90ca-96045ef0b064 and in Activity 2.5 of the training course?

Take a look at this example:

https://github.com/Acumatica/UnitTestExamples/blob/master/UnitTestsDemo/Setup/UnitTestWithARSetup.cs

@Dmitrii Naumov  I am following your example but I get the following error :

Hi @alopez21 were you able to find a solution? Thank you!