This works for me, but only for local files. See screenshot below:

I am using portable 1.0.0 zip on windows 7. I installed the Don Jayamanne Python Extension . Maybe you need it to work? I did not try without it.
If you are not familiar with the extension, some configuration changes should be made after installing it, if python is not in your PATH.
You will need to tell where your python lives using these configuration updates :
Configure the path to the python interpreter in the user settings file (settings.json) as follows. Make sure the full name of the python executable is specified. "Python.pythonPath": "C: /python27/python.exe"
I also updated the parameter, not sure if this has any effect.
Simply provide the fully qualified path to the python executable in the "python" setting within the configuration settings in the launch.json file as follows: { "name": "Python", "type": "python", "request": "launch", "stopOnEntry": true, "program": "${file}", "pythonPath": "c:/python27/python.exe", "debugOptions": [ "WaitOnAbnormalExit", "WaitOnNormalExit", "RedirectOutput" ] }
source share