DOC: Doc build for a single doc made much faster, and clean up
The main goal of this PR is to be able to build single pages faster and without building anything else, so detecting and fixing the warnings (and other problems) in doc pages should be much more efficient.

Additionally, those things have been addressed:
- Addressing technical debt in the doc build
- Moved stuff (like rendering `index.rst.template`) from `doc/make.py` to `doc/source/conf.py`, which makes things simpler, and makes it possible to call `sphinx-build` directly
- When `--single` is used, do not build anything else than the required page (before all whatsnew pages where additionally build), which makes it much faster
- Added option to fail the doc build if warnings are found (cancelling the build immediately)

@jorisvandenbossche can you take a look please?



# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24428?src=pr&el=h1) Report
> Merging [#24428](https://codecov.io/gh/pandas-dev/pandas/pull/24428?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/19054855582572632f80e6d141edbd610f6eac82?src=pr&el=desc) will **decrease** coverage by `49.29%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/24428/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/24428?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #24428      +/-   ##
==========================================
- Coverage    92.3%      43%   -49.3%     
==========================================
  Files         163      163              
  Lines       51966    51966              
==========================================
- Hits        47967    22349   -25618     
- Misses       3999    29617   +25618
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `?` | |
| #single | `43% <ø> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/24428?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/formats/latex.py](https://codecov.io/gh/pandas-dev/pandas/pull/24428/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvbGF0ZXgucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/core/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/24428/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY2F0ZWdvcmljYWwucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/sas/sas\_constants.py](https://codecov.io/gh/pandas-dev/pandas/pull/24428/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfY29uc3RhbnRzLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/plotting.py](https://codecov.io/gh/pandas-dev/pandas/pull/24428/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvcGxvdHRpbmcucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/24428/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvY29udmVydGVyLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/formats/html.py](https://codecov.io/gh/pandas-dev/pandas/pull/24428/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvaHRtbC5weQ==) | `0% <0%> (-98.65%)` | :arrow_down: |
| [pandas/core/groupby/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/24428/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9jYXRlZ29yaWNhbC5weQ==) | `0% <0%> (-95.46%)` | :arrow_down: |
| [pandas/io/sas/sas7bdat.py](https://codecov.io/gh/pandas-dev/pandas/pull/24428/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXM3YmRhdC5weQ==) | `0% <0%> (-91.17%)` | :arrow_down: |
| [pandas/io/sas/sas\_xport.py](https://codecov.io/gh/pandas-dev/pandas/pull/24428/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfeHBvcnQucHk=) | `0% <0%> (-90.15%)` | :arrow_down: |
| [pandas/core/tools/numeric.py](https://codecov.io/gh/pandas-dev/pandas/pull/24428/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvdG9vbHMvbnVtZXJpYy5weQ==) | `10.44% <0%> (-89.56%)` | :arrow_down: |
| ... and [121 more](https://codecov.io/gh/pandas-dev/pandas/pull/24428/diff?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24428?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/24428?src=pr&el=footer). Last update [1905485...c489aa6](https://codecov.io/gh/pandas-dev/pandas/pull/24428?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/24428?src=pr&el=h1) Report
> Merging [#24428](https://codecov.io/gh/pandas-dev/pandas/pull/24428?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/aa1549f7fd8ce81bf23296bf92fe9713aa8d6e20?src=pr&el=desc) will **increase** coverage by `0.02%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/24428/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/24428?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #24428      +/-   ##
==========================================
+ Coverage    92.3%   92.32%   +0.02%     
==========================================
  Files         163      166       +3     
  Lines       51969    52328     +359     
==========================================
+ Hits        47968    48310     +342     
- Misses       4001     4018      +17
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.74% <ø> (+0.03%)` | :arrow_up: |
| #single | `43.04% <ø> (+0.03%)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/24428?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/dtypes/cast.py](https://codecov.io/gh/pandas-dev/pandas/pull/24428/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZHR5cGVzL2Nhc3QucHk=) | `88.72% <0%> (-0.67%)` | :arrow_down: |
| [pandas/core/arrays/datetimelike.py](https://codecov.io/gh/pandas-dev/pandas/pull/24428/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYXJyYXlzL2RhdGV0aW1lbGlrZS5weQ==) | `95.66% <0%> (-0.28%)` | :arrow_down: |
| [pandas/core/indexes/datetimes.py](https://codecov.io/gh/pandas-dev/pandas/pull/24428/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9kYXRldGltZXMucHk=) | `96.14% <0%> (-0.18%)` | :arrow_down: |
| [pandas/core/nanops.py](https://codecov.io/gh/pandas-dev/pandas/pull/24428/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvbmFub3BzLnB5) | `94.9% <0%> (-0.16%)` | :arrow_down: |
| [pandas/core/indexes/datetimelike.py](https://codecov.io/gh/pandas-dev/pandas/pull/24428/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9kYXRldGltZWxpa2UucHk=) | `97.59% <0%> (-0.11%)` | :arrow_down: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/24428/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `87.75% <0%> (-0.1%)` | :arrow_down: |
| [pandas/core/arrays/period.py](https://codecov.io/gh/pandas-dev/pandas/pull/24428/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYXJyYXlzL3BlcmlvZC5weQ==) | `98.39% <0%> (-0.09%)` | :arrow_down: |
| [pandas/core/indexes/period.py](https://codecov.io/gh/pandas-dev/pandas/pull/24428/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9wZXJpb2QucHk=) | `92.69% <0%> (-0.07%)` | :arrow_down: |
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/24428/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `96.62% <0%> (-0.01%)` | :arrow_down: |
| [pandas/core/internals/blocks.py](https://codecov.io/gh/pandas-dev/pandas/pull/24428/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW50ZXJuYWxzL2Jsb2Nrcy5weQ==) | `93.81% <0%> (-0.01%)` | :arrow_down: |
| ... and [24 more](https://codecov.io/gh/pandas-dev/pandas/pull/24428/diff?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24428?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/24428?src=pr&el=footer). Last update [aa1549f...4406988](https://codecov.io/gh/pandas-dev/pandas/pull/24428?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 @TomAugspurger if you have time and can take a look at this. Besides simplifying the code to build the docs, this will allow to build a single page much faster. That will be useful for fixing the warnings, and I'd like to time the build of each page, and see if we can reduce the time of the slowest examples.