Abracadabra

Anaconda uses socket proxy on Windows 10

you need to create a .condarc file in you Windows user area:

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C:\Users\<username>\

The file should contain (if you are using shadowsocks):

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channels:
- defaults
# Show channel URLs when displaying what is going to be downloaded and
# in 'conda list'. The default is False.
show_channel_urls: True
allow_other_channels: True
proxy_servers:
http: socks5://127.0.0.1:1080
https: socks5://127.0.0.1:1080
ssl_verify: False

Noticed that you cannot create a file that begins with a dot in Windows directly.

To create/rename on windows explorer, just rename to .name. - The additional dot at the end is necessary, and will be removed by Windows Explorer.

To create a new file begins with a dot, on command prompt:

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echo testing > .name