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Hello,
at work, I am behind a proxy (squid) that is only available over http. So, I have to configure both the http_proxy and https_proxy environment variables to be something like "http://proxy.corp.com:8181"
Now, when I try and use urllib to open an "https" url, the proxy returns "501 Not Implemented".
The quick and dirty script below is a minimal demonstration of the problem that appears on both python 2.7 (tested on 2.7.6, 2.7.9, 2.7.10) and 3.4 (tested on 3.4.0 and 3.4.4)
try:
 import urllib
 opener = urllib.URLopener()
except AttributeError:
 # Python 3
 import urllib.request
 opener = urllib.request.URLopener()
url = 'https://www.python.org'
print("Trying to open", url)
opener.open(url)
Changing the url to "http://" works OK.
Thanks,
-- Stefano

It is not clear from your description if you actually tested it with python3. In python2, I believe urllib does not support this (see issue 1424152) while urllib2 does.
Assuming you have, I wonder if the not implemented error is your squid saying it doesn't support CONNECT (which would be a bit surprising, granted). Have you looked at the error text or the squid logs?

I have run the minimal example provided on both Python2 and Python3 with the same results. Sorry if that was not clear.
I did look at issue 1424152 but it seemed to me that I was experiencing a different problem.
When I try and open the page, I get a squid error page with a somewhat vague error saying that "the method is not supported" (even though it's a simple GET and I can get the same page with other tools like wget or a web browser). Unfortunately, I don't have access to the proxied environment right now, and I will need to ask for the squid logs anyway since I can't access them.
I have to say that I have experienced this problem while using buildout as zc.buildout.download uses urllib.urlretrieve. Surprisingly, it succeeds on Python3, but it fails with Python2 which is our supported version (so there's currently no way that I can use Python3 at work).

David: the original patch made in Issue 1424152 fixed Python 2’s urllib.request.urlopen() and Python 2’s urllib2.urlopen(). But Stefano is using URLopener, which I understand comes from Python 2’s older "urllib" module.
When I run the demonstration, the request to the proxy looks like this:
GET https://www.python.org HTTP/1.1
Host: www.python.org
Accept-Encoding: identity
Connection: close
User-Agent: Python-urllib/3.4
I think Stefano requires a "CONNECT www.python.org:443" request instead. There is apparently a patch which sounds like it does this. See issue1424152-py27-urllib.diff and the messages beginning with <https://bugs.python.org/issue1424152#msg194704>. I suggest any further work (e.g. tests and documentation) continue here, since the other issue has been closed and mainly discusses "urllib2".

Martin, thanks for elaborating my thoughts!
I have dug I bit deeper in Python2's urllib code with pdb, and I think I have narrowed the issue down to what open_http does.
In my example code, replacing opener.open(url) with opener.open_http(url) gives the same problem.
I realize I did not provide you with the output of the script, so here it is:
* Python 2.7.10
python urllib_error.py
('Trying to open', 'https://www.python.org')
Traceback (most recent call last):
 File "urllib_error.py", line 30, in <module>
 opener.open_http((host, selector))
 File "/home/mazzucco/.pyenv/versions/2.7.10/lib/python2.7/urllib.py", line 364, in open_http
 return self.http_error(url, fp, errcode, errmsg, headers)
 File "/home/mazzucco/.pyenv/versions/2.7.10/lib/python2.7/urllib.py", line 381, in http_error
 return self.http_error_default(url, fp, errcode, errmsg, headers)
 File "/home/mazzucco/.pyenv/versions/2.7.10/lib/python2.7/urllib.py", line 386, in http_error_default
 raise IOError, ('http error', errcode, errmsg, headers)
IOError: ('http error', 501, 'Not Implemented', <httplib.HTTPMessage instance at 0x7f875a67b950>)
* Python 3.4.3
python urllib_error.py
Trying to open https://www.python.org
Traceback (most recent call last):
 File "urllib_error.py", line 30, in <module>
 opener.open_http((host, selector))
 File "/home/mazzucco/.pyenv/versions/3.4.3/lib/python3.4/urllib/request.py", line 1805, in open_http
 return self._open_generic_http(http.client.HTTPConnection, url, data)
 File "/home/mazzucco/.pyenv/versions/3.4.3/lib/python3.4/urllib/request.py", line 1801, in _open_generic_http
 response.status, response.reason, response.msg, data)
 File "/home/mazzucco/.pyenv/versions/3.4.3/lib/python3.4/urllib/request.py", line 1821, in http_error
 return self.http_error_default(url, fp, errcode, errmsg, headers)
 File "/home/mazzucco/.pyenv/versions/3.4.3/lib/python3.4/urllib/request.py", line 1826, in http_error_default
 raise HTTPError(url, errcode, errmsg, headers, None)
urllib.error.HTTPError: HTTP Error 501: Not Implemented
When I unwrap the contents of httplib.HTTPMessage, the error page returned by the squid proxy says:
-------------------------------------------------------
ERROR
The requested URL could not be retrieved
The following error was encountered while trying to retrieve the URL: https://www.python.org
 Unsupported Request Method and Protocol
Squid does not support all request methods for all access protocols. For example, you can not POST a Gopher request.
-------------------------------------------------------
Looking at Python2's implementation of URLopener's open_http, I can get an even more minimal failing example limited to httplib:
import httplib
host = 'proxy.corp.com:8181' # this is not the actual proxy
selector = 'https://www.python.org'
print("Trying to open", selector)
h = httplib.HTTP(host)
h.putrequest('GET', selector)
h.putheader('User-Agent', 'Python-urllib/1.17')
h.endheaders(None)
errcode, errmsg, headers = h.getreply()
print(errcode, errmsg)
print(headers.items())
Running the script on Python 2.7.10 prints:
('Trying to open', 'https://www.python.org')
(501, 'Not Implemented')
[('content-length', '3069'), ('via', '1.0 proxy.corp.com (squid/3.1.6)'), ('x-cache', 'MISS from proxy.corp.com'), ('content-language', 'en'), ('x-squid-error', 'ERR_UNSUP_REQ 0'), ('x-cache-lookup', 'NONE from proxy.corp.com:8181'), ('vary', 'Accept-Language'), ('server', 'squid/3.1.6'), ('proxy-connection', 'close'), ('date', 'Fri, 10 Jul 2015 09:27:14 GMT'), ('content-type', 'text/html'), ('mime-version', '1.0')]
As I said, I found out about this when using buildout to download files over HTTPS.
Buildout uses urllib.urlretrieve on Python2 and urllib.request.urlretrieve on Python3. I guess that the latter has been fixed in issue 1424152, so that's why I can download with buildout on Python3.

Perhaps you might be able to test out the patch <https://bugs.python.org/file31201> to see if that fixes your problem? Though there is a good chance the patch needs updating, since it is fairly old.

Martin,
I have applied the patch <https://bugs.python.org/file31201> to my Python2.7.10 installation and seem to work OK.

Thank you Martin for referencing my patch. It still applies cleanly with --fuzz=0 to 2.7.10. Would be awesome if this fix would finally get merged.

Any thoughts from the core Python developers?
It seems to me that this is a confirmed bug with a working fix (that may need further review, but indeed works). So, hopefully, this issue could be resolved fairly quickly.

Closing as this bug refers to versions of Python that have been EOL'd.