Unwrap ProxyError when evaluating retries (#1830)

src/urllib3/exceptions.py

@@ -45,7 +45,10 @@ class SSLError(HTTPError):
 
 class ProxyError(HTTPError):
     "Raised when the connection to a proxy fails."
-    pass
+
+    def __init__(self, message, error, *args):
+        super(ProxyError, self).__init__(message, error, *args)
+        self.original_error = error
 
 
 class DecodeError(HTTPError):

src/urllib3/util/retry.py

@@ -13,6 +13,7 @@
     ReadTimeoutError,
     ResponseError,
     InvalidHeader,
+    ProxyError,
 )
 from ..packages import six
 
@@ -306,6 +307,8 @@ def _is_connection_error(self, err):
         """ Errors when we're fairly sure that the server did not receive the
         request, so it should be safe to retry.
         """
+        if isinstance(err, ProxyError):
+            err = err.original_error
         return isinstance(err, ConnectTimeoutError)
 
     def _is_read_error(self, err):

test/test_proxymanager.py

@@ -1,6 +1,14 @@
 import pytest
 
+from .port_helpers import find_unused_port
 from urllib3.poolmanager import ProxyManager
+from urllib3.util.url import parse_url
+from urllib3.util.retry import Retry
+from urllib3.exceptions import (
+    MaxRetryError,
+    ProxyError,
+    NewConnectionError,
+)
 
 
 class TestProxyManager(object):
@@ -43,3 +51,17 @@ def test_invalid_scheme(self):
             ProxyManager("invalid://host/p")
         with pytest.raises(ValueError):
             ProxyManager("invalid://host/p")
+
+    def test_proxy_connect_retry(self):
+        retry = Retry(total=None, connect=False)
+        with find_unused_port() as port:
+            with ProxyManager("http://localhost:{}".format(port)) as p:
+                with pytest.raises(ProxyError) as ei:
+                    p.urlopen("HEAD", url="http://localhost/", retries=retry)
+                assert isinstance(ei.value.original_error, NewConnectionError)
+
+        retry = Retry(total=None, connect=2)
+        with ProxyManager("http://localhost:{}".format(port)) as p:
+            with pytest.raises(MaxRetryError) as ei:
+                p.urlopen("HEAD", url="http://localhost/", retries=retry)
+            assert isinstance(ei.value.reason.original_error, NewConnectionError)