Disable keep-alive when working with proxy (#3070)

* Disable keep-alive when working with proxy

* Add changenote

CHANGES/3070.bugfix

@@ -0,0 +1,2 @@
+Many HTTP proxies has buggy keepalive support.
+Let's not reuse connection but close it after processing every response.

aiohttp/client_proto.py

@@ -45,6 +45,9 @@ def should_close(self):
                 self._payload_parser is not None or
                 len(self) or self._tail)
 
+    def force_close(self):
+        self._should_close = True
+
     def close(self):
         transport = self.transport
         if transport is not None:

aiohttp/connector.py

@@ -895,6 +895,11 @@ async def _create_proxy_connection(self, req, traces, timeout):
         transport, proto = await self._create_direct_connection(
             proxy_req, [], timeout, client_error=ClientProxyConnectionError)
 
+        # Many HTTP proxies has buggy keepalive support.  Let's not
+        # reuse connection but close it after processing every
+        # response.
+        proto.force_close()
+
         auth = proxy_req.headers.pop(hdrs.AUTHORIZATION, None)
         if auth is not None:
             if not req.is_ssl():