QPR-12242 fix configuration builders in analyticplus

Author: damienbarker

OREAnalytics/orea/app/analytic.cpp

@@ -137,8 +137,8 @@ std::set<QuantLib::Date> Analytic::marketDates() const {
     auto addDates = impl_->additionalMarketDates();
     mds.insert(addDates.begin(), addDates.end());
 
-    for (const auto& a : allDependentAnalytics()) {
-        addDates = a->impl()->additionalMarketDates();
+    for (const auto& a : impl_->dependentAnalytics()) {
+        addDates = a.second->impl()->additionalMarketDates();
         mds.insert(addDates.begin(), addDates.end());
     }
     return mds;
@@ -150,8 +150,8 @@ std::vector<QuantLib::ext::shared_ptr<ore::data::TodaysMarketParameters>> Analyt
     if (configurations().todaysMarketParams)
         tmps.push_back(configurations().todaysMarketParams);
 
-    for (const auto& a : allDependentAnalytics()) {
-        auto ctmps = a->todaysMarketParams();
+    for (const auto& a : impl_->dependentAnalytics()) {
+        auto ctmps = a.second->todaysMarketParams();
         tmps.insert(end(tmps), begin(ctmps), end(ctmps));
     }
 

OREAnalytics/orea/engine/marketriskbacktest.cpp

@@ -58,8 +58,7 @@ MarketRiskBacktest::MarketRiskBacktest(
     const bool requireTradePnl)
     : MarketRiskReport(calculationCurrency, portfolio, portfolioFilter, btArgs->backtestPeriod_, hisScenGen, std::move(sensiArgs), std::move(revalArgs),
                        std::move(mtArgs), breakdown, requireTradePnl),
-      btArgs_(std::move(btArgs)) {    
-    initialise();
+      btArgs_(std::move(btArgs)) {
 }
 
 void MarketRiskBacktest::initialise() {