In addition to @neowu’ answer, if you would like to set a proxy for the lifetime of a session object, you can also do the following –
import requests
proxies = {'http': 'http://10.11.4.254:3128'}
s = requests.session()
s.proxies.update(proxies)
s.get("http://www.example.com") # Here the proxies will also be automatically used because we have attached those to the session object, so no need to pass separately in each call