/cc @ElaineDi

Install ptvsd via below command:
python.exe -m pip install ptvsd --pre
Add new python file named attach_test.py, enter some code like below:

import ptvsd 
ptvsd.enable_attach() 
ptvsd.wait_for_attach() 
for i in range(1, 10, 2): 
    print (i) 
print('demo done.')

Run attach_test.py and wait for attaching:
Run c:\python\python36\Python attach_test.py
Select debugging configuration "Python: Attach"
Press F5 to start debugging, ensure:
Hit the break point
Inspect variables
Step into/out/over, etc..