[doc][conf] Fix extra links to follow latest format

The way it is done currently has been deprecated for a long time
and support will be removed in version 8 of sphinx.

doc/conf.py

@@ -250,5 +250,8 @@ else:
     intersphinx_mapping = link_documentation()
 
 # Adds simplejson, pyzmq links
-intersphinx_mapping["http://simplejson.readthedocs.io/en/stable/"] = None
-intersphinx_mapping["http://pyzmq.readthedocs.io/en/stable/"] = None
+intersphinx_mapping["simplejson"] = (
+    "http://simplejson.readthedocs.io/en/stable/",
+    None,
+)
+intersphinx_mapping["pyzmq"] = ("http://pyzmq.readthedocs.io/en/stable/", None)