I suppose that you aim at creating some object document from a source (not LaTeX: in this latter case, pandoc
ing a LaTeX source containing (processed) SageTeX
chunks would probably work).
I'd suggest to take a look at codebraid, which aims to do for Markdown what Pythontex does for LaTeX (i. e. inserting Python (and other languages) chunks in a source text, but more general): both packages support Sage.
Processing a Markdown source via codebraid
and translating it to HTML via pandoc
should give you something close to what you aim at (at least for some values of "Markdown"...).
Another possibility is org-mode, whose abilities are impressive, but is strictly an emacs
tool, that comes with its Matterhorrn-like learning curve... Needs a bit of time to get used to, supports an impressive array of languages (about 75 last time I looked), including Sage.
If you need heavy cross-referencing (i. e. captions and pointers to tables, figures, equations, parts of text, bibliographic reerences), your best bet is LaTeX + (possibly imperfect) translation to HTML via pandoc
or org-mode
: the crross-referencing abilities of Markdown are still in infancy and need (not so stable) external filters...