DOC: Fixing more doc warnings
Follow up of #24430 and #24431. Addressing more doc warnings.

Also, forcing the docs Python code to be executed with the current directory `doc/`, so no matter where the actual current directory, operations like `pd.read_csv('data/baseball.csv')` always work.
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24438?src=pr&el=h1) Report
> Merging [#24438](https://codecov.io/gh/pandas-dev/pandas/pull/24438?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/8b4b38fd7995cb59b0595f2d06cb4b984b5886a9?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/24438/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/24438?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #24438      +/-   ##
==========================================
+ Coverage    92.3%   92.31%   +<.01%     
==========================================
  Files         163      163              
  Lines       51977    51977              
==========================================
+ Hits        47979    47980       +1     
+ Misses       3998     3997       -1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.71% <ø> (ø)` | :arrow_up: |
| #single | `42.99% <ø> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/24438?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/parsers.py](https://codecov.io/gh/pandas-dev/pandas/pull/24438/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3BhcnNlcnMucHk=) | `95.38% <ø> (ø)` | :arrow_up: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/24438/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `87.84% <0%> (+0.09%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24438?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24438?src=pr&el=footer). Last update [8b4b38f...ba1b6b4](https://codecov.io/gh/pandas-dev/pandas/pull/24438?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24438?src=pr&el=h1) Report
> Merging [#24438](https://codecov.io/gh/pandas-dev/pandas/pull/24438?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/8b4b38fd7995cb59b0595f2d06cb4b984b5886a9?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/24438/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/24438?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #24438   +/-   ##
=======================================
  Coverage    92.3%    92.3%           
=======================================
  Files         163      163           
  Lines       51977    51977           
=======================================
  Hits        47979    47979           
  Misses       3998     3998
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.71% <ø> (ø)` | :arrow_up: |
| #single | `42.99% <ø> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/24438?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/parsers.py](https://codecov.io/gh/pandas-dev/pandas/pull/24438/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3BhcnNlcnMucHk=) | `95.38% <ø> (ø)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24438?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24438?src=pr&el=footer). Last update [8b4b38f...c2043d7](https://codecov.io/gh/pandas-dev/pandas/pull/24438?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 ```
doc/source/advanced.rst(783,20): error E231: missing whitespace after ','
doc/source/advanced.rst(784,20): error E231: missing whitespace after ','
doc/source/advanced.rst(785,35): error E231: missing whitespace after ','
doc/source/advanced.rst(785,40): error E231: missing whitespace after ','
doc/source/advanced.rst(786,35): error E231: missing whitespace after ','
doc/source/advanced.rst(786,40): error E231: missing whitespace after ','
Bash exited with code '1'.
```