Set up environment variable http_proxy / https_proxy to http://your-proxy-server-address:proxy-port
The urlopen() function works transparently with proxies which do not
require authentication. In a Unix or Windows environment, set the
http_proxy, or ftp_proxy environment variables to a URL that
identifies the proxy server before starting the Python interpreter.
For example (the '%' is the command prompt):
% http_proxy="http://www.someproxy.com:3128"
% export http_proxy
% python
...
The no_proxy environment variable can be used to specify
hosts which shouldn’t be reached via proxy; if set, it should be a
comma-separated list of hostname suffixes, optionally with :port
appended, for example cern.ch,ncsa.uiuc.edu,some.host:8080.