This page describes how to setup VS code for remote development or data analysis.
Basically, this tutorial follows the description from here.

• Latest version of VS Code on your local machine
• Latest version of the "Remote Development" extension pack

1. Add the following lines to the ssh config file on your local machine (~/.ssh/config) and replace with your username:

Host cica 
  ControlMaster auto 
  ControlPath ~/.ssh/master-%r@%h:%p
  HostName fomalhaut.astr.nthu.edu.tw
  ForwardX11 yes
  ForwardX11Trusted yes
  User <name>

Host cica_jobs
  ProxyCommand ssh cica "nc \$(squeue --me --name=vscode --states=R -h -O NodeList,Comment)"
  StrictHostKeyChecking no
  User <name>

2. Connect to the CICA cluster (fomalhaut) and create the following sbatch file into your home directory (~/tunnel.sbatch):

#!/bin/bash -x
#SBATCH -J vscode
#SBATCH -o tunnel
#SBATCH -p mem
#SBATCH -N 1
#SBATCH --ntasks-per-node=4
#SBATCH --mem-per-cpu=4gb
#SBATCH --time=4:00:00

export OMP_NUM_THREADS=4
export XDG_RUNTIME_DIR="/cluster/home/<your_user_name>/.conda/envs/<your_env_name>"
module load python
source activate <your_env_name>

# find open port
PORT=$(python -c 'import socket; s=socket.socket(); s.bind(("", 0)); print(s.getsockname()[1]); s.close()')
scontrol update JobId="$SLURM_JOB_ID" Comment="$PORT"

# start sshd server on the available port
echo "Starting sshd on port $PORT"
/usr/sbin/sshd -D -p ${PORT} -f /dev/null -h ${HOME}/.ssh/id_rsa

Note that you might want to change the number of cores to use in --ntasks-per-node=4 and export OMP_NUM_THREADS=4.
Here I assume you have your python conda virtual environment name <your_env_name> ready for your calculations.

Note: you could also modify the tunnel job script to use cpu or gpu nodes.

3. In the terminal on your local machine, generate an ssh key if you don't have one already using the following:

ssh-keygen -t rsa

4. Copy your local public ssh key to the cluster using:

ssh-copy-id cica

1. From your local terminal, connect to the cluster using ssh cica and once logged in, type sbatch tunnel.sbatch to start the remote server. Make sure that your job does run!

2. Open VS Code on your local machine and connect to your projects using "Remote Explorer" with "cica_jobs" as the ssh target.