Configure system proxy by privoxy + gfwlist

Solutions
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Configure Privoxy

OS: Ubuntu 16.04

Install privoxy

$ sudo apt-get install privoxy

Convert gfwlist to privoxy action file

$ curl -skL https://raw.github.com/zfl9/gfwlist2privoxy/master/gfwlist2privoxy -o gfwlist2privoxy
$ sudo bash gfwlist2privoxy '127.0.0.1:1080' # sslocal port
$ sudo cp -af gfwlist.action /etc/privoxy/

edit /etc/privoxy/config, add following lines

listen-address 127.0.0.1:8118 # expose http proxy port
actionsfile /etc/privoxy/gfwlist.action # gfwlist

Restart privoxy service

$ sudo service privoxy restart

Set system proxy

edit /etc/environment, add following lines

export http_proxy="http://127.0.0.1:8118"
export https_proxy="http://127.0.0.1:8118"
export no_proxy="localhost, 127.0.0.1, ::1, ip.cn"

Test

$ curl -4skL https://www.google.com
$ curl -4skL https://www.baidu.com