Add what's new doc

docs/source/whatsnew/pr/persistence-api-feature.rst

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+* Added a widget persistence API.  This allows you to persist your notebooks interactive widgets.
+  Two levels of control are provided:
+  1. Higher level- ``WidgetManager.set_state_callbacks`` allows you to register callbacks for loading and saving widget state.  The callbacks are automatically called when necessary.
+  2. Lower level- the ``WidgetManager`` Javascript class now has ``get_state`` and ``set_state`` methods that allow you to get and set the state of the widget runtime.
+
+  Example code for persisting your widget state to session data:
+  
+  ::
+    %%javascript
+    require(['widgets/js/manager'], function(manager) {
+        manager.WidgetManager.set_state_callbacks(function() { // Load
+            return JSON.parse(sessionStorage.widgets_state || '{}');
+        }, function(state) { // Save
+            sessionStorage.widgets_state = JSON.stringify(state);
+        });
+    });
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