Phpunit: Fixtures or Transactions?

Question

Yii

There is a project on yii. Tests for him. And, as expected, a bunch of fixtures. The fixtures are rather large in size, and are used before each test. Because of this, the tests began to run slowly.
I thought maybe it would be faster before describing a script that will roll the entire database once before the tests, and in setUp () and tearDown () just start and roll back the transaction? DB - postgres.
Seems like there shouldn't be any problems. Tell me, has anyone done this? Are there any pitfalls in this approach?