def METHOD_NAME(self, host, port, user, password):
    '''
    Sets the proxy server host and port for the HTTP CONNECT Tunnelling.
    Note that we set the proxies directly on the request later on rather than
    using the session object as requests has a bug where session proxy is ignored
    in favor of environment proxy. So, auth will not work unless it is passed
    directly when making the request as this overrides both.
    :param str host:
        Address of the proxy. Ex: '192.168.0.100'
    :param int port:
        Port of the proxy. Ex: 6000
    :param str user:
        User for proxy authorization.
    :param str password:
        Password for proxy authorization.
    '''
    if user and password:
        proxy_string = '{}:{}@{}:{}'.format(user, password, host, port)
    else:
        proxy_string = '{}:{}'.format(host, port)
    self.proxies = {'http': 'http://{}'.format(proxy_string),
                    'https': 'https://{}'.format(proxy_string)}