## What changes were proposed in this pull request?
Users would like to add a directory as dependency in some cases, they can use ```SparkContext.addFile``` with argument ```recursive=true``` to recursively add all files under the directory by using Scala. But Python users can only add file not directory, we should also make it supported.

## How was this patch tested?
Unit test.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #15140 from yanboliang/spark-17585.