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As you develop your code, you can get tunnel vision and run the tests for only the module that you are currently working on. However, it is not uncommon for changes in one module to cause tests to fail for another. You should periodically run your entire test suite or, even better, have your test suite run automatically on a regular basis.
Continuous integration systems are frameworks that handle the tasks of regularly building your code and executing the tests packaged with that code. These frameworks can range from as simple as locally scheduling a call to prove to using a full-featured system like Cruise Control to monitor your version control system and run your test suite on each new commit.