Easier solution is to just set the terminal font to monospace
Refer: https://github.com/microsoft/vscode/issues/35901
Refer: https://github.com/microsoft/vscode/issues/35901
The underscore or underline character is missing in Visual Studio Code terminal. I changed the fonts to match Sublime and the font was too small.
{
"terminal.integrated.fontFamily": "Monospace",
"terminal.integrated.fontSize": 15,
"python.pythonPath": "/usr/bin/python",
"python.linting.pylintEnabled": true,
"python.linting.enabled": true
}

