title: aiohttp https request with an http proxy fail
body: <p>I am building a test project to learn asyncio. I am building a progam that fetches multiple pages over a proxy server.</p>
  
  <p>It works fine for http pages, but it fails with https pages. When i use the regular request library i get https pages to work aswell, but not with asyncio.</p>
  
  <p>I isolated the code that breaks:</p>
  
  <pre><code>import aiohttp
  import asyncio
  
  async def fetch(url):
      async with aiohttp.ClientSession() as session:
          async with session.get(url, proxy="http://192.168.0.2:9001") as response:
              print(await response.text())
  
  loop = asyncio.get_event_loop()
  loop.run_until_complete(fetch("https://google.com")) #http websites do work
  </code></pre>
  
  <p>The error:</p>
  
  <pre><code>Traceback (most recent call last):
    File "C:\Users\GG\AppData\Local\Programs\Python\Python38-32\lib\site-packages\aiohttp\connector.py", line 936, in _wrap_create_connection
      return await self._loop.create_connection(*args, **kwargs)  # type: ignore  # noqa
    File "C:\Users\GG\AppData\Local\Programs\Python\Python38-32\lib\asyncio\base_events.py", line 1050, in create_connection
      transport, protocol = await self._create_connection_transport(
    File "C:\Users\GG\AppData\Local\Programs\Python\Python38-32\lib\asyncio\base_events.py", line 1080, in _create_connection_transport
      await waiter
    File "C:\Users\GG\AppData\Local\Programs\Python\Python38-32\lib\asyncio\proactor_events.py", line 395, in _loop_writing
      self._write_fut = self._loop._proactor.send(self._sock, data)
    File "C:\Users\GG\AppData\Local\Programs\Python\Python38-32\lib\asyncio\windows_events.py", line 525, in send
      self._register_with_iocp(conn)
    File "C:\Users\GG\AppData\Local\Programs\Python\Python38-32\lib\asyncio\windows_events.py", line 714, in _register_with_iocp
      _overlapped.CreateIoCompletionPort(obj.fileno(), self._iocp, 0, 0)
  OSError: [WinError 87] The parameter is incorrect
  
  The above exception was the direct cause of the following exception:
  
  Traceback (most recent call last):
    File "C:/data/Python/playground/sayncio_session.py", line 10, in &lt;module&gt;
      loop.run_until_complete(fetch("https://google.com")) #http websites do work
    File "C:\Users\GG\AppData\Local\Programs\Python\Python38-32\lib\asyncio\base_events.py", line 616, in run_until_complete
      return future.result()
    File "C:/data/Python/playground/sayncio_session.py", line 6, in fetch
      async with session.get(url, proxy="http://192.168.0.2:9001") as response:
    File "C:\Users\GG\AppData\Local\Programs\Python\Python38-32\lib\site-packages\aiohttp\client.py", line 1012, in __aenter__
      self._resp = await self._coro
    File "C:\Users\GG\AppData\Local\Programs\Python\Python38-32\lib\site-packages\aiohttp\client.py", line 480, in _request
      conn = await self._connector.connect(
    File "C:\Users\GG\AppData\Local\Programs\Python\Python38-32\lib\site-packages\aiohttp\connector.py", line 523, in connect
      proto = await self._create_connection(req, traces, timeout)
    File "C:\Users\GG\AppData\Local\Programs\Python\Python38-32\lib\site-packages\aiohttp\connector.py", line 855, in _create_connection
      _, proto = await self._create_proxy_connection(
    File "C:\Users\GG\AppData\Local\Programs\Python\Python38-32\lib\site-packages\aiohttp\connector.py", line 1093, in _create_proxy_connection
      transport, proto = await self._wrap_create_connection(
    File "C:\Users\GG\AppData\Local\Programs\Python\Python38-32\lib\site-packages\aiohttp\connector.py", line 943, in _wrap_create_connection
      raise client_error(req.connection_key, exc) from exc
  aiohttp.client_exceptions.ClientConnectorError: Cannot connect to host google.com:443 ssl:default [The parameter is incorrect]
  
  Process finished with exit code 1
  </code></pre>
  
  <p>I am using aiohttp=3.6.2 and python=3.8.2</p>
  
  <p>How can i fix this error?</p>