DOC: add source links to api docs

doc/source/conf.py

@@ -13,6 +13,7 @@
 import sys
 import os
 import re
+import inspect
 from pandas.compat import u, PY3
 
 # If extensions (or modules to document with autodoc) are in another directory,
@@ -47,6 +48,7 @@
               'sphinx.ext.coverage',
               'sphinx.ext.pngmath',
               'sphinx.ext.ifconfig',
+              'sphinx.ext.linkcode',
               ]
 
 
@@ -424,6 +426,55 @@ def get_items(self, names):
         return items
 
 
+# based on numpy doc/source/conf.py
+def linkcode_resolve(domain, info):
+    """
+    Determine the URL corresponding to Python object
+    """
+    if domain != 'py':
+        return None
+
+    modname = info['module']
+    fullname = info['fullname']
+
+    submod = sys.modules.get(modname)
+    if submod is None:
+        return None
+
+    obj = submod
+    for part in fullname.split('.'):
+        try:
+            obj = getattr(obj, part)
+        except:
+            return None
+
+    try:
+        fn = inspect.getsourcefile(obj)
+    except:
+        fn = None
+    if not fn:
+        return None
+
+    try:
+        source, lineno = inspect.getsourcelines(obj)
+    except:
+        lineno = None
+
+    if lineno:
+        linespec = "#L%d-L%d" % (lineno, lineno + len(source) - 1)
+    else:
+        linespec = ""
+
+    fn = os.path.relpath(fn, start=os.path.dirname(pandas.__file__))
+
+    if '+' in pandas.__version__:
+        return "http://github.com/pydata/pandas/blob/master/pandas/%s%s" % (
+            fn, linespec)
+    else:
+        return "http://github.com/pydata/pandas/blob/v%s/pandas/%s%s" % (
+            pandas.__version__, fn, linespec)
+
+
 # remove the docstring of the flags attribute (inherited from numpy ndarray)
 # because these give doc build errors (see GH issue 5331)
 def remove_flags_docstring(app, what, name, obj, options, lines):