memory: be sure that local_dir exists before creating a new database

src/memory/sqlite.py

@@ -82,6 +82,10 @@ class SqliteStorage(object):
 
         info(_("Connecting database"))
         new_base = not os.path.exists(db_filename)  # do we have to create the database ?
+        if new_base:  # the dir may not exist if it's not the XDG recommended one
+            dir_ = os.path.dirname(db_filename)
+            if not os.path.exists(dir_):
+                os.makedirs(dir_, 0700)
         self.dbpool = adbapi.ConnectionPool("sqlite3", db_filename, check_same_thread=False)
 
         # init_defer is the initialisation deferred, initialisation is ok when all its callbacks have been done