[Python] bash-style auto completion in command line program. use rlcomplete?

I am trying to create a bash-style auto completion in a simple
command-line and script-based program i created using cmd.
I saw http://docs.python.org/library/rlcompleter.html, which I'm
thinking is the way to go for my program to intercept the tab key.
Would anyone have thoughts on this?

I wish cmd or cmd2 had this functionality built-in.

Thanks in advance.