OpenAI() 初始化的时候设置 http_client 参数即可
from openai import OpenAI
import httpx
proxies = {
'http://': 'http://127.0.0.1:7890',
'https://': 'http://127.0.0.1:7890'
}
httpx_client = httpx.Client(proxies=proxies)
client = OpenAI(http_client=httpx_client)