We consider the models of vacuum energy interacting with cold dark matter in this study, in which the coupling can change sigh during the cosmological evolution. We parameterize the running coupling b by the form b(a) = b0a + be(1 − a), where at the early-time the coupling is given by a constant be and today the coupling is described by another constant b0. We explore six specific models withHρc. The current observational data sets we use to constrain the models include the JLA compilation of type Ia supernova data, the Planck 2015 distance priors data of cosmic microwave background observation, the baryon acoustic oscillations measurements, and the Hubble constant direct measurement. We find that, for all the models, we have b0 < 0 and be > 0 at around the 1σ level, and b0 and be are in extremely strong anti-correlation. Our results show that the coupling changes sign during the evolution at about the 1σ level, i.e., the energy transfer is from dark matter to dark energy when dark matter dominates the universe and the energy transfer is from dark energy to dark matter when dark energy dominates the universe.PACS numbers: 95.36.+x, 98.80.Es,