According to the -h option itself, it should "show this help message and exit". What does happen for me is that I'm left in an interactive interpreter in a non-connected state. I know this is a very minor bug, but -h should show help and exit. It shouldn't (IMO) keep the program running at an interpreter prompt.

 $  sqlpython -h
/bin/sh: xclip: not found
Opens the DB connection.  Some sample valid connection strings:
        
        connect oracle://user:password@SID
        connect postgres://user:password@hostname/dbname
        connect user/password@SID  (Oracle is the default RDBMS target)
        connect --postgres --hostname=hostname dbname username
        connect --mysql dbname username
Usage: connect [options] arg

Options:
  -h, --help            show this help message and exit
  -a, --add             add connection (keep current connection)
  -c, --close           close connection {N} (or current)
  -C, --closeall        close all connections
  --postgres            Connect to postgreSQL: `connect --postgres [DBNAME
                        [USERNAME]]`
  --oracle              Connect to an Oracle database
  --mysql               Connect to a MySQL database
  -H HOSTNAME, --hostname=HOSTNAME
                        Machine where database is hosted
  -p PORT, --port=PORT  Port to connect to
  --password=PASSWORD   Password
  -d DATABASE, --database=DATABASE
                        Database name to connect to
  -U USERNAME, --username=USERNAME
                        Database user name to connect as
SQL.No_Connection> 
SQL.No_Connection> 
SQL.No_Connection> exit