audit/file: Attempt to create directory path. Fixes #38

builtin/audit/file/backend.go

@@ -3,6 +3,7 @@ package file
 import (
 	"fmt"
 	"os"
+	"path/filepath"
 	"sync"
 
 	"github.com/hashicorp/vault/audit"
@@ -56,6 +57,9 @@ func (b *Backend) open() error {
 	if b.f != nil {
 		return nil
 	}
+	if err := os.MkdirAll(filepath.Dir(b.Path), 0600); err != nil {
+		return err
+	}
 
 	var err error
 	b.f, err = os.OpenFile(b.Path, os.O_APPEND|os.O_WRONLY, 0600)