HTTPS connect with HTTPS proxy in between

[sagk]

In my python program I need to send https request to a cloud server. I am using httplib2 package ( httplib2.HTTPSConnectionWithTimeout ). Every thing works fine. Now I have a proxy in between my client and origin server. This proxy port is https port with mutual TLS. So I need to have a mutual TLS between client and proxy. How do I achieve this. Can I get some sample code which can be used to achieve this.

Client -> https proxy ( Mutual TLS ) -> HTTPS server

( I can see proxy_info parameter, but that takes only http proxy details. )

Thanks in advance

~S