When you do establish_connection for certain models to connect to a different database, one of the problem you would face while testing those tables is that the test data you created wont be rolled back automatically.

The actual code to create a transaction save point and to rollback the data for test lives in rails/activerecord/lib/active_record/fixtures.rb. And especially there are two methods setup_fixtures and teardown_fixtures. The code in those methods are straight forward. They just create a savepoint and does rollback for each test. But it does only for the ActiveRecord::Base connection.

So what you have to do is "monkey patch" these methods so that, in addition to the ActiveRecord::Base connection, the same set of operations are done for your additional database connection.

Here is a sample code for the same:

## database.yml
development:
  database: dev
test:
  database: test
#...
my_connection_development:
  database: my_connection_dev
my_connection_test:
  database: my_connection_test
#...

## my_connection_base.rb
class MyConnectionBase < ActiveRecord::Base
  establish_connection(ActiveRecord::Base.configurations["my_connection_#{RAILS_ENV}"])
  self.abstract_class = true
end

## my_model.rb
class MyModel < MyConnectionBase
end

## my_another_model.rb
class MyAnotherModel < MyConnectionBase
end

## test_case_patch.rb
module ActiveSupport
  class TestCase
    def setup_fixtures
      return unless defined?(ActiveRecord) && !ActiveRecord::Base.configurations.blank?
      if pre_loaded_fixtures && !use_transactional_fixtures
        raise RuntimeError,  pre_loaded_fixtures requires use_transactional_fixtures 
      end
      @fixture_cache = {}
      @@already_loaded_fixtures ||= {}
      # Load fixtures once and begin transaction.
      if run_in_transaction?
        if @@already_loaded_fixtures[self.class]
          @loaded_fixtures = @@already_loaded_fixtures[self.class]
        else
          load_fixtures
          @@already_loaded_fixtures[self.class] = @loaded_fixtures
        end

        ActiveRecord::Base.connection.increment_open_transactions
        ActiveRecord::Base.connection.transaction_joinable = false
        ActiveRecord::Base.connection.begin_db_transaction

        MyConnectionBase.connection.increment_open_transactions
        MyConnectionBase.connection.transaction_joinable = false
        MyConnectionBase.connection.begin_db_transaction
      # Load fixtures for every test.
      else
        Fixtures.reset_cache
        @@already_loaded_fixtures[self.class] = nil
        load_fixtures
      end
      # Instantiate fixtures for every test if requested.
      instantiate_fixtures if use_instantiated_fixtures
    end

    def teardown_fixtures
      return unless defined?(ActiveRecord) && !ActiveRecord::Base.configurations.blank?
      unless run_in_transaction?
        Fixtures.reset_cache
      end
      # Rollback changes if a transaction is active.
      if run_in_transaction? && MyConnectionBase.connection.open_transactions != 0
        MyConnectionBase.connection.rollback_db_transaction
        MyConnectionBase.connection.decrement_open_transactions
      end
      # Rollback changes if a transaction is active.
      if run_in_transaction? && ActiveRecord::Base.connection.open_transactions != 0
        ActiveRecord::Base.connection.rollback_db_transaction
        ActiveRecord::Base.connection.decrement_open_transactions
      end
      MyConnectionBase.clear_active_connections!
      ActiveRecord::Base.clear_active_connections!
    end
  end
end

I don t see a need to change the test codes after you place establish_connection in your model since you still test the same model functionality.

You will not need to Test the establish_connection method, as its a activrecord method and is well tested, before release.

although if you still want to do so, call the method within a different method, and see if you can connect to appropriate tables in that DB.