QPR-13138 Fix ptr issue for reg test

Author: sebastien.bouvard

OREAnalytics/orea/engine/marketriskbacktest.cpp

@@ -108,7 +108,7 @@ void MarketRiskBacktest::handleSensiResults(const ext::shared_ptr<MarketRiskRepo
     sensiPnls_ = pnlCalculators_[1]->pnls();
     foSensiPnls_ = pnlCalculators_[1]->foPnls();
 
-    auto backtestPnlCalc = ext::dynamic_pointer_cast < BacktestPNLCalculator>(pnlCalculators_[1]);
+    auto backtestPnlCalc = ext::dynamic_pointer_cast<BacktestPNLCalculator>(pnlCalculators_[1]);
     QL_REQUIRE(backtestPnlCalc, "We must have a BacktestPnLCalculator");
     if (runTradeDetail(reports)) {
         foTradePnls_ = backtestPnlCalc->foTradePnls();

OREAnalytics/orea/engine/marketriskreport.cpp

@@ -269,7 +269,7 @@ void MarketRiskReport::calculate(const ext::shared_ptr<MarketRiskReport::Reports
 
     bool runDetailTrd = runTradeDetail(reports);
     bool runDetailRF = runRiskFactorDetail(reports);
-    addPnlCalculators(reports, multiThreadArgs_->todaysMarketParams_);
+    addPnlCalculators(reports, multiThreadArgs_ ? multiThreadArgs_->todaysMarketParams_ : QuantLib::ext::shared_ptr<TodaysMarketParameters>());
 
     // Loop over all the risk groups
     riskGroups_->reset();

OREAnalytics/orea/engine/marketriskreport.hpp

@@ -333,7 +333,7 @@ class MarketRiskReport : public ore::data::ProgressReporter {
     virtual std::string tradeGroupKey(const QuantLib::ext::shared_ptr<TradeGroupBase>& tradeGroup) const;
     virtual ore::data::TimePeriod covariancePeriod() const { return period_.value(); }
     virtual void addPnlCalculators(const QuantLib::ext::shared_ptr<MarketRiskReport::Reports>& reports,
-                                    const QuantLib::ext::shared_ptr<TodaysMarketParameters>& marketConfig = nullptr) {}
+                                    const QuantLib::ext::shared_ptr<TodaysMarketParameters>& marketConfig) {}
 
     // handle results specific to this report
     virtual void handleSensiResults(const QuantLib::ext::shared_ptr<MarketRiskReport::Reports>& report,