[data] Improve CachedDataSink error messages

If the opening of the cache file fails, print an error
message to know where to look at.

beat/backend/python/data.py

@@ -935,8 +935,15 @@ class CachedDataSink(DataSink):
 
         try:
             self.data_file = open(self.filename, "wb")
-            self.index_file = open(self.filename.replace(".data", ".index"), "wt")
-        except Exception:
+        except Exception as e:
+            logger.error("Failed to open data file {}: {}".format(self.filename, e))
+            return False
+
+        try:
+            index_filename = self.filename.replace(".data", ".index")
+            self.index_file = open(index_filename, "wt")
+        except Exception as e:
+            logger.error("Failed to open index file {}: {}".format(index_filename, e))
             return False
 
         # Write the dataformat