Improve Message for Forbidden External Request

Expected Behavior

LEAN suggests using the Download method for GET requests.

Actual Behavior

When we use requests method, we receive the following error:

During the algorithm initialization, the following exception has occurred: HTTPSConnectionPool(host='api.factset.com', port=443): Max retries exceeded with url: /.well-known/oauth-authorization-server (Caused by ProxyError('Unable to connect to proxy', OSError('Tunnel connection failed: 403 Forbidden')))

Potential Solution

Parse that error and suggest using the Download.

Reproducing the Problem

from AlgorithmImports import *
import requests

class MyAlgorithm(QCAlgorithm):
    def initialize(self):
        response = requests.get('https://google.com')

System Information

QC Cloud.

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues
• I have provided detailed steps to reproduce the issue

Start with the initialize entry point in the provided Python reproduction and trace how the forbidden external-request exception is surfaced in QC Cloud. Reproduce the 403 proxy error, then identify the existing error-handling path; done means this case clearly suggests using Download without obscuring other request failures.