Integrations
Being a result of Python magic around "duck typing", python-shell tries to integrate with different tools for easier usage. One of the most popular features is autocompletion, which is somehow implemented for Shell commands to work with Shell class. However, not all the popular software "agreed" with that.
Integrations with custom Python interpreters
For now, autocompletion of Shell class is confirmed in a few popular custom Python interfaces (interpreters):
Integrations with IDEs
Modern IDEs are complicated, as they provide a lot of functionality. Some of them, like PyCharm, use static analysis for it (proof). That's the reason why Shell autocompletion does not work in this IDE.