Afaik this is due to some data flow changes around 1.4 or 1.5, where Varien began to restrict the data flow profiles for the Local Server type to specific folders and files:
array( 'export_xml' => 'var/export/*/*.xml', 'export_csv' => 'var/export/*/*.csv', 'import_xml' => 'var/import/*/*.xml', 'import_csv' => 'var/import/*/*.csv' );
With Magento's default settings, this means that your export files must be inside var/export or one of its subfolders, such as `var / export / mydir / my.csv '.
Magento 1.5.1 actually shows the corresponding prompt in the Profile Wizard:
(For the type "Local server" you must use the relative path to install Magento var / export or var / import, for example. Var / export, var / import, var / export / some / dir, var / import / some / dir)
I was only looking at the source code, but I suppose to use your own paths outside of var/export you need to override Mage_Core_Model_File_Validator_AvailablePath::isValid() and / or override Mage_ImportExport_Helper_Data::getLocalValidPaths() .
It will be easier to use symbolic links (thanks @ColinM for mentioning this), but this, of course, will only work on systems where the use of symbolic links is allowed / activated.
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