Save csv file with test results in anomaly train task

[AlessandroPolidori]

Summary

Describe the purpose of the pull request, including:

Saving anomaly results in a csv also in training task's generate_report().

Type of Change

Please select the one relevant option below:

• New feature (non-breaking change that adds functionality)

Checklist

Please confirm that the following tasks have been completed:

• I have tested my changes locally and they work as expected. (Please describe the tests you performed.)
• I have added unit tests for my changes, or updated existing tests if necessary.
• I have updated the documentation, if applicable.
• I have installed pre-commit and run locally for my code changes.

[lorenzomammana]

LGTM