This creates a Makefile and the necessary files for basic module documentation in Sphinx, plus a .gitignore for the built files and a few minor changes to the README. Are there documentation standards or themes/styles that we should be adhering to? The main matplotlib sphinx doc doesn't set a theme.
Set up initial Sphinx documentation build
The setup.py change (comment out install_requires=['matplotlib']) shouldn't be part of this pull request. I do find I need it in order to use mpl_finance, but that's unrelated to the documentation issue and not everyone will need it (the matplotlib currently on pypi has a fatal bug on 32-bit Linux and maybe also on Windows)..
Should I make a new pull request with that part removed?
No need for a new PR. You can just add a commit to the present PR by pushing it to your branch. If you want, you can use git rebase -i to squash the commits and then force-push, but this is not required.
git rebase -i
Revert commenting-out of install_requires=matplotlib