[Python] Python WARNING: Retrying (Retry(total=4, connect=None, read=None, redirect=None,...

I'm trying to do pip install --upgrade pip and keep
getting this error:

WARNING: Retrying (Retry(total=4, connect=None, read=None, redirect=None, status=None)) after connection broken by 'ProxyError('Cannot connect to proxy.', NewConnection
Error('<pip._vendor.urllib3.connection.HTTPSConnection object at 0x0000026F50B448C8>: Failed to establish a new connection: [WinError 10061] No connection could be made
because the target machine actively refused it'))': /simple/pytest/
WARNING: Retrying (Retry(total=3, connect=None, read=None, redirect=None, status=None)) after connection broken by 'ProxyError('Cannot connect to proxy.', NewConnection
Error('<pip._vendor.urllib3.connection.HTTPSConnection object at 0x0000026F50B59148>: Failed to establish a new connection: [WinError 10061] No connection could be made
because the target machine actively refused it'))': /simple/pytest/
WARNING: Retrying (Retry(total=2, connect=None, read=None, redirect=None, status=None)) after connection broken by 'ProxyError('Cannot connect to proxy.', NewConnection
Error('<pip._vendor.urllib3.connection.HTTPSConnection object at 0x0000026F50B596C8>: Failed to establish a new connection: [WinError 10061] No connection could be made
because the target machine actively refused it'))': /simple/pytest/
WARNING: Retrying (Retry(total=1, connect=None, read=None, redirect=None, status=None)) after connection broken by 'ProxyError('Cannot connect to proxy.', NewConnection
Error('<pip._vendor.urllib3.connection.HTTPSConnection object at 0x0000026F50B595C8>: Failed to establish a new connection: [WinError 10061] No connection could be made
because the target machine actively refused it'))': /simple/pytest/
WARNING: Retrying (Retry(total=0, connect=None, read=None, redirect=None, status=None)) after connection broken by 'ProxyError('Cannot connect to proxy.', NewConnection
Error('<pip._vendor.urllib3.connection.HTTPSConnection object at 0x0000026F50B5F2C8>: Failed to establish a new connection: [WinError 10061] No connection could be made
because the target machine actively refused it'))': /simple/pytest/
ERROR: Could not find a version that satisfies the requirement pytest
ERROR: No matching distribution found for pytest


Also, I can't install any new package due to this error.
I tried to reinstall Pycharm but no luck there.
I tried some other suggested solutions online - still no luck.
I understand it has something to do with Proxy but I am not familiar with it, Anyone?

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