How to set a proxy for PlatformIO CLI?

FAQ
2

You can also configure proxies by setting the environment variables HTTP_PROXY and HTTPS_PROXY:

$ export HTTP_PROXY="http://10.10.1.10:3128"
$ export HTTPS_PROXY="http://10.10.1.10:1080"
Proxy error when i install PlatformIO Core in ubuntu20.04 with scripts