class_docstr: Shows how to create a simple FX CTA style strategy, using the 
  TradingModel abstract class (backtest_examples.py
  is a lower level way of doing this). Uses BBG total returns data.
class_docstr_tok: ["Shows","how","to","create","a","simple","FX","CTA","style","strategy",",","using","the","TradingModel","abstract","class","(","backtest_examples.py","is","a","lower","level","way","of","doing","this",")",".","Uses","BBG","total","returns","data","."]
code: def construct_strategy_benchmark(self):
      ###### FILL IN WITH YOUR OWN BENCHMARK
  
      tsr_indices = MarketDataRequest(
          start_date=self.br.start_date,  # start date
          finish_date=self.br.finish_date,  # finish date
          freq="daily",  # daily data
          data_source="bloomberg",  # use Bloomberg as data source
          tickers=["EURUSD"],  # tickers to download
          vendor_tickers=["EURUSDCR CMPN Curncy"],
          fields=["close"],  # which fields to download
          vendor_fields=["PX_LAST"],
          cache_algo="internet_load_return",
      )  # how to return data
  
      df = self.market.fetch_market(tsr_indices)
  
      df.columns = [x.split(".")[0] for x in df.columns]
  
      return df
  
file_path: finmarketpy/finmarketpy_examples/tradingmodelfxtrend_bbg_example.py
imports: import datetime
  from findatapy.market import Market, MarketDataGenerator, MarketDataRequest
  from finmarketpy.backtest import TradingModel, BacktestRequest
  from finmarketpy.economics import TechIndicator
label_desc: Use image node_id 5 for calling the TradingModelFXTrend_BBG_Example obj's underlying member method code with example usage: obj.construct_strategy_benchmark() and returns: df