fix: should not hide filter dropdown when select item, close #2507 (#2509)

components/table/filterDropdown.jsx

@@ -48,10 +48,13 @@ export default class FilterMenu extends React.Component {
     this.confirmFilter();
   }
 
-  onVisibleChange = (visible) => {
-    this.setState({
-      visible,
-    });
+  onVisibleChange = (visible, e) => {
+    // Don't close menu when select menu item
+    if (e && e.type === 'click' &&
+        e.currentTarget.className === 'ant-table-filter-dropdown') {
+      return;
+    }
+    this.setState({ visible });
     if (!visible) {
       this.confirmFilter();
     }