Create dir before writing report

[dagnir]

Motivation and Context

Modifications

Testing

Screenshots (if appropriate)

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)

Checklist

• I have read the CONTRIBUTING document
• Local run of mvn install succeeds
• My code follows the code style of this project
• My change requires a change to the Javadoc documentation
• I have updated the Javadoc documentation accordingly
• I have added tests to cover my changes
• All new and existing tests passed
• I have added a changelog entry. Adding a new entry must be accomplished by running the scripts/new-change script and following the instructions. Commit the new file created by the script in .changes/next-release with your changes.
• My change is to implement 1.11 parity feature and I have updated LaunchChangelog

License

• I confirm that this pull request can be released under the Apache 2 license