solves problems for http and https proxies described in 
this bug 
solves tracebacks if proxy is specified for a protocol 
where no proxy is currently supported 
added dynamic proxy authentification for http and https 
solved bug that if a host accessed by the https protocol 
requires authentification, the https proxy won't be used 
after questioning the password 

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Perhaps some words about the accuracy of the patch: 
I have successfully tested it with squid 2.5 and squid 3.0 as http 
and https proxy with and without password. 
I used the integrated test routines in urllib.py 

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The patch looks good as a fix for bug 495682.

I don't see which lines in the patch warrant the claim
"solves tracebacks if proxy is specified for a protocol
where no proxy is currently supported" -- can you explain this?

I'd like you to request validation (testing) from someone
else on python-dev who can actually run this code -- I have
no way to verify that it works as advertised.

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Sorry, I have only uploaded an old version of the patch.  
There, the traceback problem was not solved at all 8-)  
I have now added the complete patch, that already relates 
to the newest version in the subversion repository.  
 
I will try to get another tester for my code, but it might 
be difficult.  
Unfortunately, only few people have an SSL capable proxy.   

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Thanks for the patch. Committed (with wording changes) as
r42171.