Broken GitHub links from gallery examples (#2111)

* corrected path

* fixed linter

* Added watsnew

* Revert "Added watsnew"

This reverts commit 3cc357d.

* Update conf.py

* Update conf.py

* Update conf.py

* Update conf.py

* Update conf.py

Author: IoannisSifnaios

docs/sphinx/source/conf.py

@@ -442,11 +442,16 @@ def make_github_url(file_name):
 
     # is it a gallery page?
     if any(d in file_name for d in sphinx_gallery_conf['gallery_dirs']):
-        if file_name.split("/")[-1] == "index":
+        example_folder = file_name.split("/")[-2]
+        if file_name.split("/")[-1] == "index.rst":
             example_file = "README.rst"
         else:
             example_file = file_name.split("/")[-1].replace('.rst', '.py')
-        target_url = URL_BASE + "docs/examples/" + example_file
+
+        if example_folder == 'gallery':
+            target_url = URL_BASE + "docs/examples/" + example_file  # noqa: E501
+        else:
+            target_url = URL_BASE + "docs/examples/" + example_folder + "/" + example_file  # noqa: E501
 
     # is it an API autogen page?
     elif "generated" in file_name: