helm-sage provides 4 commands.
Bind them to some keys: e.g.
(eval-after-load "sage-shell-mode"
  '(sage-shell:define-keys sage-shell-mode-map
     "C-c C-i"  'helm-sage-complete
     "C-c C-h"  'helm-sage-describe-object-at-point
     "M-r"      'helm-sage-command-history
     "C-c o"    'helm-sage-output-history))