ginx reverse proxy + wordpress in subdir

[basti]

hello @all

i have url test.example.com/blog
in nginx i have defined a reverse proxy

location /blog {
            proxy_pass http://blog.example.com/;
            proxy_redirect default;
         }

all this is running very well.

in the directory I want to install wordpress.
but the link to the wordpress install is look like

http://test.example.com/wp-admin/setup-config.php

instead of
http://test.example.com/blog/wp-admin/setup-config.php

is it possible to fix this on nginx side?