Add Local doc testing (My bad on pushing to master)

[tony]

My bad on 7303dff 5e81712 6122cdd. I am new to jazzband projects and realized I can push to master, but can't amend+force. I rarely make this mistake, but it happened this morning. Mea culpa on that.

Next time I'll keep it in a PR.

Let's get local sphinx builds working so we can preview doc changes without having to wait for RTD to update