Tests for new proxy connectot

[fafhrd91]

1. we need tests
2. we should think about connection keep-alive for proxy.
3. probably we should remove use_proxy from ClientRequest and modify path in connector's connect() method.

[popravich]

I've implemented (or fixed) proxy authorization.
Now will proceed with point 3 and then will start writing tests.
Everything is in proxy_connector branch

[lock]

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