What version of Go are you using (go version)?

$ go version
go version go1.12.9 linux/amd64

Does this issue reproduce with the latest release?

Yes, It is the latest version

What operating system and processor architecture are you using (go env)?

$ go env
GOARCH="amd64"
GOBIN=""
GOCACHE="/home/fxr/.cache/go-build"
GOEXE=""
GOFLAGS=""
GOHOSTARCH="amd64"
GOHOSTOS="linux"
GOOS="linux"
GOPATH="/home/fxr/go"
GOPROXY="https://goproxy.cn,direct"
GORACE=""
GOROOT="/usr/local/go"
GOTMPDIR=""
GOTOOLDIR="/usr/local/go/pkg/tool/linux_amd64"
GCCGO="gccgo"
CC="gcc"
CXX="g++"
CGO_ENABLED="1"
GOMOD=""
CGO_CFLAGS="-g -O2"
CGO_CPPFLAGS=""
CGO_CXXFLAGS="-g -O2"
CGO_FFLAGS="-g -O2"
CGO_LDFLAGS="-g -O2"
PKG_CONFIG="pkg-config"
GOGCCFLAGS="-fPIC -m64 -pthread -fmessage-length=0 -fdebug-prefix-map=/tmp/go-build104319762=/tmp/go-build -gno-record-gcc-switches"

What did you do?

I try to use https://goproxy.cn as my GOPROXY, to be compatible with private repos (which are not accessible from the internet, I set my GOPROXY as:

export GOPROXY=https://goproxy.cn,direct

The notion of ",direct" is added according to document here:

https://tip.golang.org/cmd/go/#hdr-Module_downloading_and_verification

What did you expect to see?

When I run go build, or go mod tidy etc. private dependencies are downloaded successfully.

What did you see instead?

invalid $GOPROXY setting: cannot have comma

If I do not add ",direct", the proxy simply returns a 404 Not Found