idlwave-shell-command-history-file

idlwave-shell-command-history-file is a variable defined in `idlw-shell.el'.
Its value is

"idlwhist"

Documentation:
The file in which the command history of the idlwave shell is saved.
In order to change the size of the history, see the variable
`comint-input-ring-size'.
The history is only saved if the variable `idlwave-shell-save-command-history'
is non-nil.

You can customize this variable.