The Setup

I have this in my /etc/rsyslog.conf:

$template local1DynFile,"/path/to/my/log/%programname%.log.%NOW%
$template local1LogFormat,"%msg:2:$:%\n"

*,*;auth,authpriv,local0,local1.none          ~/var/log/syslog

local1.*                                      ?local1DynFile;local1LogFormat

Then I have the following Python script (test.py):

import logging
import logging.handlers

logger = logging.getLogger('pxet.foo')
logger.addHandler(logging.handlers.SysLogHandler(address='/run/systemd/journal/syslog', facility='local1'))
logger.handlers[0].setLevel(logging.DEBUG)
logger.setLevel(logging.DEBUG)

logger.debug('test cockroach is a bug')

The Problem

If I do the following:

rm -rf /path/to/my/log
systemctl restart rsyslog
python test.py

I get no log message. However:

mkdir -p /path/to/my/log
python test.py

And it all works.

The Question

Is it possible for me to make rsyslog create the directories if they do not exist, or do I have to do that myself?