Add action to test code snippets in documentation

[patrick91]

As suggested here we should allow to have code blocks that can run as is, to make it easier to check them we should have github action that runs them.

Not sure if we should check the output of the snippets, I think for now we can just check if they run as python scripts :)

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[patrick91]

This might be a tool we could use https://github.com/anko/txm

[DoctorJohn]

We have a PR for this :) #3394

Linking it so this issue can eventually be closed