Why is there no record of Alexander the Great in Persian history books?

I don't think so.

Persia is a transliteration of the old name of Iran in European ancient Greek and Latin, which means that Persia is an ancient name of Iran. Historically, many empires have been established in West Asia, Central Asia and South Asia, such as Achemani Dynasty, Sassanian Dynasty and Safavi Empire. The extremely prosperous territory starts from the Indus River and the Green Ridge in the east, reaches the Balkans and the Mediterranean Sea in the west, reaches the Gulf of Aden and the Red Sea in the south, and reaches the Caucasus Mountains and the Aral Sea in the north. The Persian Empire was the first great empire to span Asia, Europe and Africa.

Persia rose in the southwest of the Iranian plateau. Since 600 BC, the Greeks have called this area "Persia". Until 1935, Europeans used Persia to refer to this area and the ancient monarchies located in this area. Persians, on the other hand, began to call their ancient monarchy Elanchaher from the period of Elanchaher, which means "Aryan Empire in the Middle Ages".