title: Python requests proxy connection timeout
body: <p>I am using this code to check proxy servers:</p>
  
  <pre><code>def check_proxy(p):
      try:
          r = requests.get('https://httpbin.org/get', proxies={'https': 'https://%s' % p}, timeout=5)
          if r.status_code == 200:
              return True
          else:
              return False
      except:
          return False
  </code></pre>
  
  <p>it works fine with working proxy. it fails with bad proxy after several minutes:</p>
  
  <pre><code>Traceback (most recent call last):
    File "/home/me/Desktop/general/test_proxyt.py", line 22, in check_proxy
      r = requests.get('https://httpbin.org/get', proxies={'https': 'https://%s' % p}, timeout=5)
    File "/usr/local/lib/python2.7/dist-packages/requests/api.py", line 59, in get
      return request('get', url, **kwargs)
    File "/usr/local/lib/python2.7/dist-packages/requests/api.py", line 48, in request
      return session.request(method=method, url=url, **kwargs)
    File "/usr/local/lib/python2.7/dist-packages/requests/sessions.py", line 451, in request
      resp = self.send(prep, **send_kwargs)
    File "/usr/local/lib/python2.7/dist-packages/requests/sessions.py", line 557, in send
      r = adapter.send(request, **kwargs)
    File "/usr/local/lib/python2.7/dist-packages/requests/adapters.py", line 413, in send
      raise ConnectionError(e, request=request)
  ConnectionError: HTTPSConnectionPool(host='httpbin.org', port=443): Max retries exceeded with url: /get (Caused by ProxyError('Cannot connect to proxy.', error(110, 'Connection timed out')))
  </code></pre>
  
  <p>Is it possible to set proxy connection timeout exception?</p>