$HOME/.sage/ipython/ipythonrc
As said by W. Stein on sage-devel :
"It has numerous color options, which are off by default since it is not possible to tell if the user's terminal has a white or black background, and any choice of colors looks like crap if you guess wrong about the background color."Since the background of my terminal is light, my settings are :
# keep uncommented only the one you want:
#colors Linux
colors LightBG
#colors NoColor