Run tests

Fix tests so they do not create local directories #300

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Job	Run time
build (3.8, ubuntu-latest)	5m 7s
build (3.8, macOS-latest)	11m 9s
build (3.8, windows-latest)	9m 35s
build (3.9, ubuntu-latest)	5m 5s
build (3.9, macOS-latest)	15m 11s
build (3.9, windows-latest)	8m 42s
build (3.10, ubuntu-latest)	5m 13s
build (3.10, macOS-latest)	7m 14s
build (3.10, windows-latest)	8m 57s
build (3.11, ubuntu-latest)	5m 3s
build (3.11, macOS-latest)	10m 8s
build (3.11, windows-latest)	9m 6s
build (3.12, ubuntu-latest)	6m 58s
build (3.12, macOS-latest)	15m 45s
build (3.12, windows-latest)	8m 28s
	2h 11m 41s