Support proxy settings

[ChristineTChen]

What does this PR do?

This PR introduces a workaround to add proxy support to Snowflake.

Currently, Snowflake python connector supports proxy by setting environment variables HTTP_PROXY/HTTPS_PROXY/NO_PROXY. We want to avoid using this as these configuration settings will affect other services and the integration will not be using proxy settings specified in the Agent.

https://docs.snowflake.com/en/user-guide/python-connector-example.html#using-a-proxy-server

This PR also removes the min_collection config in the code since we don't use this at the check level.

Motivation

There is an upstream PR for this fix https://github.com/snowflakedb/snowflake-connector-python/pull/352.
We can remove the workaround once the fix is available.

Additional Notes

Manually tested with squid proxy

Review checklist (to be filled by reviewers)

• Feature or bugfix MUST have appropriate tests (unit, integration, e2e)
• PR title must be written as a CHANGELOG entry (see why)
• Files changes must correspond to the primary purpose of the PR as described in the title (small unrelated changes should have their own PR)
• PR must have changelog/ and integration/ labels attached

[ofek]

integrations-core/datadog_checks_dev/datadog_checks/dev/tooling/commands/validate/http.py

Line 13 in e36ccba

EXCLUDED_INTEGRATIONS = {'kubelet', 'openstack'}

[codecov]

Codecov Report

Merging #8019 (91f4708) into master (e36ccba) will increase coverage by 6.86%.
The diff coverage is 100.00%.

Impacted Files	Coverage Δ
snowflake/datadog_checks/snowflake/config.py	88.88% <ø> (ø)
snowflake/datadog_checks/snowflake/check.py	94.93% <100.00%> (ø)
snowflake/tests/test_unit.py	97.84% <100.00%> (ø)
cassandra/tests/common.py
...kube_controller_manager/kube_controller_manager.py
hazelcast/datadog_checks/hazelcast/__about__.py
mapreduce/datadog_checks/mapreduce/__init__.py
gitlab_runner/tests/test_unit.py
cacti/datadog_checks/cacti/cacti.py
airflow/tests/common.py
... and 894 more

[hithwen]

LGTM once the log nit is fixed

[FlorianVeaux]

Why can we perform queries outside of the lock? There’s no proxy once the connection is established?

[ofek]

The method is overridden permanently for the connection created within the lock

[sarina-dd]

👍 docs