Add 'mkdir -p, --parents' style functionality to --state-directory

[jhenderson-pro]

In internal ref https://secure.helpscout.net/conversation/2175262282/30980?folderId=6397333 it was mentioned it would be helpful to have the functionality to allow creating of parent directory and subdirectory from the check command, for instance:

--state-directory /var/test1/test2

Where the /var/test1 directory does not yet exist, this will currently error out.

[asachs01]

Could be a sane default of the state directory existing in the asset cache dir? The ideal end user experience is that wouldn't have to worry about setting this attribute at all. $SENSU_LOG_CHECK_PATH/java_log_blah_check.

After discussion, the proposed change is to adding --state-file-name to prevent any possibility of collisions. This would enable users to set the state directory to a directory owned by sensu /var/cache/sensu/sensu-agent and then this directory would contain named state files.

[fguimond]

@jhenderson-pro - We're not sure we understand the solution proposed by Aaron, do you have any more context?

[fguimond]

The current behavior is we create the state directory, but not recursively. After discussions we will go ahead and change the behavior to create the directory recursively (like mkdir -p) instead of just one level deep. The documentation and change logs will also be updated to reflect the change.