DOC fix *_option() docstring

[glemaitre]

• closes DOC: wrong formatting of the set_option docs #28780
• tests added / passed
• passes black pandas
• passes git diff upstream/master -u -- "*.py" | flake8 --diff
• whatsnew entry

[glemaitre]

Is there any way to see the artefacts of the documentation built?

[glemaitre]

Do we want a non-regression test for this?

[alimcmaster1]

Is there any way to see the artefacts of the documentation built?

Yes you can build the documentation locally. See https://pandas.pydata.org/pandas-docs/stable/development/contributing.html#building-the-documentation

[alimcmaster1]

Is there any way to see the artefacts of the documentation built?

Yes probably if not too much work

[glemaitre]

Yes you can build the documentation locally. See https://pandas.pydata.org/pandas-docs/stable/development/contributing.html#building-the-documentation

I was more referring to the artefacts stored by the CIs. I wanted to not build the documentation locally :)

[glemaitre]

Yes probably if not too much work

I assume that you are referring to the unit test. I mentioning this because supposedly, you already have the numpydoc validation which is running (but not catching this one). It might be better to contribute upstream this case than just adding a single brittle test, isn't it?

[alimcmaster1]

Yes you can build the documentation locally. See https://pandas.pydata.org/pandas-docs/stable/development/contributing.html#building-the-documentation

I was more referring to the artefacts stored by the CIs. I wanted to not build the documentation locally :)

Gotcha yeah sadly we don't (to my knowledge) create any docs artefacts in azure for PRs.
We easily could though: https://docs.microsoft.com/en-us/azure/devops/pipelines/artifacts/pipeline-artifacts?view=azure-devops&tabs=yaml. I usually just build locally and show the output in my PR :)

[glemaitre]

I build locally for the pd.*_option and it solves the issue (kudos for being able to build a single function :))