Allow callables to be used as options for NestedSelect

[ahuang11]

As mentioned here: #5791 (comment)

@pn.cache
def list_options(level, value):
    value_path = "/".join(list(value.values()))
    url = f"https://downloads.psl.noaa.gov/Datasets/ncep.reanalysis/{value_path}"

    options = [var.rstrip("/") for var in pd.read_html(url)[0]["Name"].dropna()[1:]]
    if level == "time_step":
        options = {option: list_options for option in options if option[0].isupper()}
    elif level == "level_type":
        options = {option: list_options for option in options if option[0].islower()}
    else:
        options = [option for option in options if option.endswith(".nc")]

    return options


select = pn.widgets.NestedSelect(
    options=list_options,
    levels=["time_step", "level_type", "file"],
)
select

Screen.Recording.2023-12-01.at.4.26.21.PM.mov

[codecov]

Codecov Report

Attention: 4 lines in your changes are missing coverage. Please review.

Comparison is base (cdb9e70) 84.35% compared to head (7a2118f) 84.36%.

Files	Patch %	Lines
panel/widgets/select.py	94.73%	3 Missing ⚠️
panel/tests/widgets/test_select.py	97.67%	1 Missing ⚠️

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #5969   +/-   ##
=======================================
  Coverage   84.35%   84.36%           
=======================================
  Files         291      291           
  Lines       43368    43452   +84     
=======================================
+ Hits        36584    36659   +75     
- Misses       6784     6793    +9     

Flag	Coverage Δ
ui-tests	40.80% <8.00%> (-0.09%)	⬇️
unitexamples-tests	72.47% <96.00%> (+0.05%)	⬆️

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