API: Create directories when saving to CSV
to create directory while saving csv, if the directory is not available

# sample code
import pandas as pd

df = pd.DataFrame()
df.to_csv("D://asdfg//pi.py")

The changes in this PR fixes the following error.
![image](https://user-images.githubusercontent.com/31629119/30344079-798740f2-981d-11e7-9a5e-96e19b0917d3.png)


creates asdfg directory under D:
![image](https://user-images.githubusercontent.com/31629119/30344247-245c86ae-981e-11e7-8199-0749708512cc.png)

Hello @Giftlin! Thanks for updating the PR.



Cheers ! There are no PEP8 issues in this Pull Request. :beers: 

##### Comment last updated on September 13, 2017 at 05:12 Hours UTC @Giftlin : Thanks for submitting this!

Unfortunately, I'm not sure if I agree with the decision to do this.  For starters, the current behavior is consistent with what you would see with Python's builtin `open` function, where directories are also not created if you try to create a non-existent file.

Furthermore, it is consistent across our IO functions as alluded to by @programminggeek1-0 , meaning that this change *should* not occur on its own but rather in a series of PR's / commits to ensure that our IO interface is consistent.

Nevertheless, IMO, the responsibility of the file location rests on the user, and they should make sure that the file path they point to is reachable for `pandas`.

Finally, in the future, for changes like this, it would be preferable that you open an issue first instead of a PR so that we can discuss this before changes are implemented. @gfyoung Hi, actually in our org, we are facing trouble while saving csv's inside trace folders.. every single time we are having to create the folders manually.
Hope this would help many who are facing this trouble. @Giftlin : Your change is relatively trivial though.  Why does it need to be integrated into `pandas` when the solution is purely based in the core Python language? @gfyoung  we use packages mainly to avoid more manual touch in coding. Pandas helps alot in it, except this. > we use packages mainly to avoid more manual touch in coding. Pandas helps alot in it, except this.

That's great to hear, but I'm still not convinced.  It's one line of code that we're talking about here. The one line code inside the function will be much better than using the same one line in every required place in the project > The one line code inside the function will be much better than using the same one line in every required place in the project

Ah, but this is not the only function where this line would be required, as pointed out by @programminggeek1-0  Yeah.. but it is always better to have in packages' built-in functions right. So that the users wouldn't have to worry about including extra codes for saving as CSV or excel. > Yeah.. but it is always better to have in packages' built-in functions right. So that the users wouldn't have to worry about including extra codes for saving as CSV or excel.

Not necessarily.  There comes a point when the user needs to take responsibility for what they do.  The existence of directories / local file-structure is something that is specific to each user and should therefore be handled and taken care of by the user.

All our I/O methods are not about managing those aspects.  They are just about moving data out of Python onto disk and vice-versa. Okay @jreback @jorisvandenbossche : Thoughts? I agree with @gfyoung. For me the main reason to have reservations about including this PR, is that with such new behaviour, you would silently create new directories if you make a small typo. IMO that is useful behaviour as a default, and the checking if exists is something the user can easily do themselves. In light of my and @jorisvandenbossche comments, closing this PR.