I have written a little script that needs to be able to enable and disable proxy settings with Python. Right now I edit the registry to achieve this, but it doesn't seem to work on all versions of windows, so I would much rather use InternetSetOption. Information about the API is really scarce and most of the examples are in C, which I don't know: https://support.microsoft.com/en-us/kb/226473
It would probably look somewhat like this (this snippet is actually for refreshing the browser proxy settings):
import ctypes
INTERNET_OPTION_REFRESH = 37
INTERNET_OPTION_SETTINGS_CHANGED = 39
internet_set_option = ctypes.windll.Wininet.InternetSetOptionW
internet_set_option(0, 38, 0, 0)
internet_set_option(0, INTERNET_OPTION_REFRESH, 0, 0)
internet_set_option(0, INTERNET_OPTION_SETTINGS_CHANGED, 0, 0)
I actually figured this out myself, through lots of trial and errors. Working example: