Add README and build script for local testing

docs/api/build-docs.sh

@@ -0,0 +1,10 @@
+#!/bin/bash
+
+# Clean previous build
+rm -rf _build
+
+# Build docs matching ReadTheDocs configuration
+sphinx-build -b html -d _build/doctrees . _build/html -W --keep-going
+
+# Open docs (MacOS)
+open _build/html/index.html