This gives me
./my-test: command not found
as automake seems to prepend every test with ./ (to make it be run by
the shell).
Oops, I apologize for my mistake.
So it seems you need a wrapper script:
TESTS = my-test
check_PROGRAMS = test
test_SOURCES = test.cpp
my-test: test$(EXEEXT)
...commands to create myfile and create/touch my-test wrapper
(Actually, the above example contains a redundancy, because all
check_PROGRAMS are built before the TESTS are run.
So either the prerequisite test$(EXEEXT) can be deleted, or
check_PROGRAMS can be changed to EXTRA_PROGRAMS.)
Hope my advices help you to find the solution, though they contain
errors. ;-)