The test case in the file ipsilon/providers/saml2/sessions.py contains this:

    factory = SAMLSessionFactory('/tmp/saml2sessions.sqlite')

Presumably, you can just use ":memory:" instead of a file in /tmp. Note that in order to be race-free, SQLite databases need to reside in directories which are not world-writable (so /tmp is not a proper place, even if you use mkstemp).