Update:
The ultimate solution.
Just add this in you code.
%reload_ext autoreload
%autoreload 2
==========================================
I could not find the way make python interactive of vscode auto re-fresh when the .py file changes. but I try importlib.reload(), it works some way.
import funcs
import importlib
importlib.reload(funcs)
from funcs import *
funcs is my .py files, and code above should be run when the file changes.