In what way is sir arthur conan doyle’s “the contest” a work of historical fiction?

Sir Arthur Conan Doyle’s “The Contest” can be called a work of historical fiction because it describes the former Roman Emperor Nero and recreates ancient Rome and Greece. So he took the events of the year 66 AD as a basis of the setting and chose Emperor Nero as the main character. The whole plot does not have any connections with the real events in history, author just made everything up, so it is a fiction built on historical basis.