It does not look like the autocomplete is set to work with paths added on the fly using the sys.path.insert command. It may work by adding to the PYTHONPATH environment variable.
If the module is in a directory above you could use the following code to import the module. I just tested and this worked for me with the autocomplete:
Code:
# import module in directory above
from .. import my_module
# import module two directories above
from ... import my_module