Does python-gitlab work through a proxy?

I sometimes connect to GitLab through an SSH tunnel.

When I use `requests` directly, I find that it respects the `https_proxy` environment variable (or I can set `proxies` on each request).

`python-gitlab` seems not to pick up on `https_proxy`, and I haven't found a way to specify a proxy explicitly.

Is this a known issue, or am I just failing to find the appropriate option?