I agree with others that you'll need to pay taxes in Canada.
I also agree that having a sole proprietorship in India could lead to double taxation. This is true for me as well with the U.S. I had an LLC in the U.S. for the purposes of rental income. If I kept this when I became a PR of Canada, then I would be double taxed. So, I needed to dissolve the LLC.
You may need to do some more research about the option of setting up a sole proprietorship in Canada. My understanding, is that if you do this in order to do freelance work for a single company, CRA may not like this and may consider your business as a Personal Service Business, and this can have negative tax effects. Basically, if it appears that you're acting like you are an employee of a company (even if you are invoicing as a freelancer), then this is frowned upon by CRA.
The less risky route would be to use the services of a Professional Employer Organization (PEO). Yes, you or your company will be paying them, but you'll be staying within the law.
Here's a link to more info about being declared a Personal Service Business.
https://www.thebalancesmb.com/costs-of-declaring-a-personal-service-corp-2948621