Very close.
先生は来週歴史のテストはない(だろう)と言っている/言ったと思います。
だろう shows that the teacher is unsure if the test will be held, so when the teacher is the person who is going to conduct the test, だろう can't be used. That's the reason I used brackets.
は is the contrastive marker in テストは. テストが is not wrong, but it's common other tests than history are also held, so テストは sounds more natural.