Is your feature request related to a problem? Please describe.
Feature asked in mkdocstrings: mkdocstrings/mkdocstrings#102 (comment)
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Describe alternatives you've considered
It's easier to do it in pytkdocs than re-sorting in mkdocstrings: the renderer and collector options are separated, it would be messy to use the collector options in the renderer, and I don't want to duplicate the members
option in the renderer (nor users want to copy/paste it).
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