`setup.py test` cannot find package in own repo

I'm trying to run tests with my setup.py as usually with python setup.py test with appropriate setup.py configuration. It was ok until I added a package from my own repository.

I can easily install it with pip install my_package, having the --extra-index-url in /etc/pip.conf or credentials in ~/.pypirc. I also entered the url in dependency_links in the setup.py file!

But when I run it now, I see it knows about the module, but it is unable to download it!

(testpy3) honza@mycomp:~/.../xxxx_module$ python setup.py test
running pytest
Searching for package_yyyy
Reading https://specimen:specimen@repo.xxxxx.net/repository/pypi-private/simple
Reading https://pypi.python.org/simple/package_yyyy/
Reading https://pypi.python.org/simple/package_yyyy-grpc/
Couldn't find index page for 'package_yyyy' (maybe misspelled?)
Scanning index of all packages (this may take a while)
Reading https://pypi.python.org/simple/
No local packages or working download links found for package_yyyy
error: Could not find suitable distribution for Requirement.parse('package_yyyy')

In fact I want to use this in docker, but does not work locally nor in docker. Any ideas, please?