Add mkdocs build to yml

Author: DerekMelchin

.github/workflows/update_python_api_reference.yml

@@ -19,11 +19,14 @@ jobs:
       - name: Install dependencies (pip)
         run: |
           python -m pip install --upgrade pip
-          pip install quantconnect-stubs
+          pip install quantconnect-stubs mkdocs
 
       - name: Run the Python API Reference Generator
         run: cd code-generators/python_api_reference && python main.py
 
+      - name: Build site with MkDocs
+        run: mkdocs build --clean
+
       - name: Configure AWS Credentials
         uses: aws-actions/configure-aws-credentials@v1
         with: