Improve message when no hyperopt fie is found

closes #6266

tests/data/test_btanalysis.py

@@ -51,6 +51,12 @@ def test_get_latest_hyperopt_file(testdatadir):
     res = get_latest_hyperopt_file(str(testdatadir.parent))
     assert res == testdatadir.parent / "hyperopt_results.pickle"
 
+    # Test with absolute path
+    with pytest.raises(
+        OperationalException,
+            match="--hyperopt-filename expects only the filename, not an absolute path."):
+        get_latest_hyperopt_file(str(testdatadir.parent), str(testdatadir.parent))
+
 
 def test_load_backtest_metadata(mocker, testdatadir):
     res = load_backtest_metadata(testdatadir / 'nonexistant.file.json')

tests/optimize/test_hyperopt_tools.py

@@ -10,7 +10,7 @@ import rapidjson
 from freqtrade.constants import FTHYPT_FILEVERSION
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_serializer
-from tests.conftest import log_has
+from tests.conftest import log_has, log_has_re
 
 
 # Functions for recurrent object patching
@@ -24,6 +24,7 @@ def test_save_results_saves_epochs(hyperopt, tmpdir, caplog) -> None:
     hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
 
     hyperopt_epochs = HyperoptTools.load_filtered_results(hyperopt.results_file, {})
+    assert log_has_re("Hyperopt file .* not found.", caplog)
     assert hyperopt_epochs == ([], 0)
 
     # Test writing to temp dir and reading again