patch for adding proxy support to SimplePie class

[mrnipper]

Please incorporate the following patch into the SimplePie class built-in to WordPress. It seems like an obvious oversight now that proxy support is supposedly built-in as well (but doesn't work with SimplePie when defining WP_PROXY_HOST in wp-config.php).

Simple patch to allow SimplePie class to use globally defined proxy, if defined.

When SimplePie is used via the WordPress API methods, it uses WP_HTTP for outgoing requests, which respects the proxy settings.

It sounds like you're using SimplePie directly, which means you have to do extra setup.
so either:

1. (preferably) Use fetch_feed()

or

2. Use the same logic inside fetch_feed() to set the File Class ($sp->set_file_class()) - but ONLY if for some reason, you can't use fetch_feed() AND you can't use the wp_feed_options filter to set the custom options you need.