I\'m using visual studio code with DonJayamanne python extension. It\'s working fine but I want to have an interactive session just like the one in Matlab, where after code exec
I'm the author of the extension. There are two options:
Use the integrated terminal window (I guess you already knew this)
Launch the terminal window and type in python.
Every statement executed in the REPL is within the same session.
Next version will add support for Jupyter.
Please have a look here for some samples of what is yet to come: