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I was using Mechanize module a while ago, and now try to use Requests module.
(Python mechanize doesn't work when HTTPS and Proxy Authentication required)

I have to go through proxy-server when I access the Internet.
The proxy-server requires authentication. I wrote the following codes.

import requests
from requests.auth import HTTPProxyAuth

proxies = {"http":"192.168.20.130:8080"}
auth = HTTPProxyAuth("username", "password")

r = requests.get("http://www.google.co.jp/", proxies=proxies, auth=auth)

The above codes work well when proxy-server requires basic authentication.
Now I want to know what I have to do when proxy-server requires digest authentication.
HTTPProxyAuth seems not to be effective in digest authentication (r.status_code returns 407).

Answers

I wrote the class that can be used in proxy authentication (based on digest auth).
I borrowed almost all codes from requests.auth.HTTPDigestAuth.

import requests
import requests.auth

class HTTPProxyDigestAuth(requests.auth.HTTPDigestAuth):
    def handle_407(self, r):
        """Takes the given response and tries digest-auth, if needed."""

        num_407_calls = r.request.hooks['response'].count(self.handle_407)

        s_auth = r.headers.get('Proxy-authenticate', '')

        if 'digest' in s_auth.lower() and num_407_calls < 2:

            self.chal = requests.auth.parse_dict_header(s_auth.replace('Digest ', ''))

            # Consume content and release the original connection
            # to allow our new request to reuse the same one.
            r.content
            r.raw.release_conn()

            r.request.headers['Authorization'] = self.build_digest_header(r.request.method, r.request.url)
            r.request.send(anyway=True)
            _r = r.request.response
            _r.history.append(r)

            return _r

        return r

    def __call__(self, r):
        if self.last_nonce:
            r.headers['Proxy-Authorization'] = self.build_digest_header(r.method, r.url)
        r.register_hook('response', self.handle_407)
        return r

Usage:

proxies = {
    "http" :"192.168.20.130:8080",
    "https":"192.168.20.130:8080",
}
auth = HTTPProxyDigestAuth("username", "password")

# HTTP
r = requests.get("http://www.google.co.jp/", proxies=proxies, auth=auth)
r.status_code # 200 OK

# HTTPS
r = requests.get("https://www.google.co.jp/", proxies=proxies, auth=auth)
r.status_code # 200 OK
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