Different definitions of Macro F1 score, which one is used in Scikit-learn?
The first variant is implemented:
$$F1_{macro}= \ \sum_{classes} \frac{F1\text{ }of \text{ }class}{number\text{ }of\text{ }classes}$$

You can find an example calculation in this answer. 

Sometimes the scikit learn documentation does not include all the details. In these cases it is often helpful to look into the source code which is linked on all help-sites. Here you can find some more details on the f1 score calculation.