We report a high-resolution photocurrent (PC) spectroscopy of a single self-assembled InAs/GaAs quantum dot (QD) embedded in an n-i-Schottky device with an applied vector magnetic field. The PC spectra of positively charged exciton (X$^+$) and neutral exciton (X$^0$) are obtained by two-color resonant excitation. With an applied magnetic field in Voigt geometry, the double $Lambda$ energy level structure of X$^+$ and the dark states of X$^0$ are observed in PC spectra clearly. In Faraday geometry, the PC amplitude of X$^+$ decreases and then quenches with the increasing of the magnetic field, which provides a new way to determine the relative sign of the electron and the hole g-factors. With an applied vector magnetic field, the electron and the hole g-factor tensors of X$^+$ and X$^0$ are obtained. The anisotropy of the hole g-factors of both X$^+$ and X$^0$ is larger than that of the electron.
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