This would be fantastic, i think many would love this option. Or who knows maybe it exists already(you can download all, and then reupload once complete, but live changes are what makes winscp lovely)...
When you select multiple files and click edit, all files are downloaded to computer and winscp starts look for changes in this files marked for edit. Which is awesome. What would be more awesome is if we could select files AND folders and when we click edit all of these files are launched to our external editors and winscp gets ready to look for changes.
Currently when selecting multiple files and folders, and click edit, only the files are launched and for the folders nothing happens. So to make all files in all subdirectories ready for winscp to detect changes and upload, we seem to manually have to go into each folder and select all files in each subfolder and click edit.
Example:
public_html/mycodefiles
public_html/mycodefiles/a.php
public_html/mycodefiles/b.php
public_html/mycodefiles/subdirWithMorePhpFiles
public_html/mycodefiles/subdirWithMorePhpFiles/c.php
Normally in this example, i would select all these files click edit(same for the subfolders), which sends them to vscode. In vscode i then open the folder public_html/mycodefiles(gets stored in appdata somewhere) as a workspace, which means that i now get perfect intellisense, and can edit all files while winscp uploads all changes automatically.
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So if above was boring to read(which i get :D), simple allow user to click edit on a folder, so winscp downloads all the files, and starts looking for changes in all of the downloaded files.