テスト実行時にLoadErrorになってしまう場合は、
-Iオプションを付けて実行します。

テストスクリプト
test/unit/hoge_test.rb

require 'test_helper'

class HogeTest < ActiveSupport::TestCase
  test "the truth" do
    assert true
  end
end

# ruby test/unit/hoge_test.rb 
test/unit/hoge_test.rb:1:in `require': no such file to load -- test_helper (LoadError)

# ruby -I test test/unit/hoge_test.rb 
Loaded suite test/unit/hoge_test
Started
.
Finished in 0.152224 seconds.

1 tests, 1 assertions, 0 failures, 0 errors