docs: turn on link check (#18924)

docs/scripts/resolve_local_links.py

@@ -0,0 +1,21 @@
+import os
+import re
+import sys
+from pathlib import Path
+
+DOCS_DIR = Path(os.path.abspath(__file__)).parents[1]
+
+
+def update_links(doc_path, docs_link):
+    with open(DOCS_DIR / doc_path, "r") as f:
+        content = f.read()
+
+    # replace relative links
+    content = re.sub("\]\(\.\/", f"]({docs_link}", content)
+
+    with open(DOCS_DIR / doc_path, "w") as f:
+        f.write(content)
+
+
+if __name__ == "__main__":
+    update_links(sys.argv[1], sys.argv[2])