Add to your ~/.bashrc this line:
complete -C /path/to/script/autocompletion/capistrano.rb -o default cap
andrew@andrew-K52F:~/Projects/trader$ cap de
deploy deploy:pending:diff deploy:update
deploy:check deploy:rollback deploy:update_code
deploy:cleanup deploy:rollback:code deploy:upload
deploy:cold deploy:setup deploy:web:disable
deploy:migrate deploy:start deploy:web:enable
deploy:migrations deploy:stop development
deploy:pending deploy:symlink