Recently I've installed pylance server (earlier I used Jedi), but it turned out that I have my file path autocompletion turned off. In Jedi it is out-of-box. How can I enable this option?
Jedi: 
Pylance:
I tried setting up "python.analysis.include": ["${workspaceFolder}"], but it doesn't do a thing "python.analysis.indexing": true also useless
This is a feature only provided by Jedi. Pylance currently has no such feature.