docs: build python docs from source files (#491)

docs/conf.py

@@ -17,9 +17,9 @@
 # add these directories to sys.path here. If the directory is relative to the
 # documentation root, use os.path.abspath to make it absolute, like shown here.
 #
-# import os
-# import sys
-# sys.path.insert(0, os.path.abspath('.'))
+import os
+import sys
+sys.path.insert(0, os.path.abspath('../python-package'))
 
 from recommonmark.parser import CommonMarkParser
 from recommonmark.transform import AutoStructify

docs/index.rst

@@ -17,7 +17,7 @@ Welcome to LightGBM's documentation!
    Experiments <https://github.com/Microsoft/LightGBM/wiki/Experiments>
    Parameters <Parameters>
    Parameters Tuning <Parameters-tuning>
-   Python API Reference <Python-API>
+   Python API Reference <python/lightgbm>
    Parallel Learning Guide <https://github.com/Microsoft/LightGBM/wiki/Parallel-Learning-Guide>
    GPU Tutorial <GPU-Tutorial>
    FAQ <FAQ>

docs/python/lightgbm.rst

+lightgbm package
+================
+
+lightgbm\.basic
+---------------
+
+.. automodule:: lightgbm.basic
+    :members:
+    :undoc-members:
+    :show-inheritance:
+
+lightgbm\.callback
+------------------
+
+.. automodule:: lightgbm.callback
+    :members:
+    :undoc-members:
+    :show-inheritance:
+
+lightgbm\.compat
+----------------
+
+.. automodule:: lightgbm.compat
+    :members:
+    :undoc-members:
+    :show-inheritance:
+
+lightgbm\.engine
+----------------
+
+.. automodule:: lightgbm.engine
+    :members:
+    :undoc-members:
+    :show-inheritance:
+
+lightgbm\.libpath
+-----------------
+
+.. automodule:: lightgbm.libpath
+    :members:
+    :undoc-members:
+    :show-inheritance:
+
+lightgbm\.plotting
+------------------
+
+.. automodule:: lightgbm.plotting
+    :members:
+    :undoc-members:
+    :show-inheritance:
+
+lightgbm\.sklearn
+-----------------
+
+.. automodule:: lightgbm.sklearn
+    :members:
+    :undoc-members:
+    :show-inheritance:
+
+
+Module contents
+---------------
+
+.. automodule:: lightgbm
+    :members:
+    :undoc-members:
+    :show-inheritance: