This is the first part of adding referencing to mypys docs (second part being #7624). I have configured intersphinx and replaced hardcoded links with intersphinx references. IMO this has a huge benefit of maintaining links consistency: while the hardcoded link is unmanageable (for example, currently the link https://pythonhosted.org/six/#six.with_metaclass points to nowhere since six documentation has moved to https://six.readthedocs.io), the intersphinx refs are checked implicitly - if a ref is dead, Sphinx will emit a warning when building docs¹. intersphinx is an extension that is included in Sphinx by default, so no extra dependencies needed.

Another advantage is the referencing simplicity: for example, instead of writing

any string supported by `sys.platform <https://docs.python.org/3/library/sys.html#sys.platform>`_

rendered as

you do

any string supported by :py:data:`sys.platform`

rendered as

which is IMO a lot less work when typing and has a different style when rendered, pointing out the fact that the link leads to a library documentation.

Also, Sphinx has a :pep: role that generates links to PEP pages, so e.g.

PEP 561 <https://www.python.org/dev/peps/pep-0561/>`__ specifies ...

rendered as

becomes

:pep:`561` specifies ...

rendered as

¹ Of course, there's the linkcheck builder that checks for dead references, but it has to be run explicitly, so it's still beneficial to reduce the amount of hardcoded links to a minimum. Also, linkcheck doesn't check for the link formatting: if one e.g. uses markdown instead of ReST to format the link, this will render wrong, but linkcheck won't complain.