Do I have to run sphinx-apidoc for each new module (file)?

Trying to get familiar with Sphinx, I am used to documentation using Doxygen where it auto generates stubs and classes from your source.

With Sphinx it seems for each new module/file I have to run sphinx-apidoc -o dir dir just like you have to git add file in git, is this standard or is there a setting flag I am missing.

I know I can automate a bash/bat file to do run each command in sequence. I am curious if I am doing something wrong.

Just in case someone asks I do have those extensions turned on and imported the local path.

conf.py

import os
import sys
sys.path.insert(0, os.path.abspath('.'))
extensions = [
    'sphinx.ext.autodoc',
    'sphinx.ext.coverage',
    'sphinx.ext.viewcode',
]