No data inserted during automated tests


I recently started writing automated tests for our Dynamics 365 Finance and Operations system. We are currently running version 8.1.3.

My question is the following: When I run automated tests following the steps described here, the tests complete successfully but no data is being inserted into the database. If I execute the same code from a runnable class instead, the data is indeed inserted in the database. 

It looks as though the entire test was being executed inside an SQL transaction and when the tests complete the transaction is rolled back.

I this the expected behavior?