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maodeng 发表于 2013-1-28 13:13 9 _/ e! ^& g, j
. hello 3002366 j3 q/ V" K3 m/ u
statement out of context
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抱歉,最近太忙了" J& _4 ` w) c* t* }% V9 x
4 R6 @ G& i N( m+ \. r300236 我用下面的程序试过,没问题1 M+ a& a& O; ^# a7 k
& r' v6 W5 c3 m" [# C你把 D:\stock\test\source 改成你导出的数据存放的目录,再试一试3 F8 y) c8 q' p8 w
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capture program drop hello
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^, m3 @( ^$ G8 f# r0 jprogram hello) j( z8 U2 \/ l9 E) T( X1 m* s
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7 x* E0 D% x' M4 G1 sclear
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cd D:\stock\test\source% M; D. C i, t/ B" J7 F; W
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insheet using `1'.txt
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keep if v5>09 H x: h$ Y5 a& I( j" K
2 _ [! k% w0 H& v, f9 r gen vt=_n- [- \: a! ?! Y8 q
3 h" M6 D7 i: `2 g: m tsset vt
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# m$ `* k! Z2 L. @2 T7 w gen zf=D1.v5
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. O. `$ \: ?" ^ gsort -v12 Q6 L, Q0 `7 S1 i/ N% q- k0 G
5 W; ]& E, ^' O% u+ I gen avol=v7/v5, ^% K+ i% L, G5 ~# R7 b4 D1 x
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keep if avol>0
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drop vt9 x, u* @9 f$ F( a4 B, l% w( {) o
4 d' p1 c3 \" Y9 k4 u gen vt=_n
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: E9 c2 P* v8 L tsset vt
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) g- L$ M/ P. t: P4 @" L sum v5 [aw =avol]/ L" P; F1 h( E7 l# t3 ?
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gen amean=r(mean) in 1
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, \/ m' h' h" t/ N3 ? * 总加权平均值 amean
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keep in 1/240( C0 H5 j+ r( Z d1 p. o. e
4 [. b2 a: P7 N( g7 A sum v5 [aw =avol]! y; w" H* j* W
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gen mean240=r(mean) in 1
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; q8 B; R$ C$ V8 \) i3 h *240加权平均值 mean2404 {6 z: B- _/ h6 ~- `
/ ~4 V6 }$ u. v9 `4 s set obs 500
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( F+ A' U; U$ W, T% D$ R& ` kdensity v5 [aw =avol],gaussian n(500) generate(dx240 dy240) nograph
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*240 kdensity(dx240 dy240)
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( f1 A& W+ Q9 K. E0 D5 t sum dy240
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gen yxis=r(max) in 14 h% S/ P# Z1 {, N! q0 ~ ]) _
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gen yxis2=yxis/2
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Q3 R( _: K8 C ~' m/ r; i *yxis- r+ v% \. e Q5 m3 \
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gen dy240max=r(max)* B. t# [5 j2 j+ h
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gen dy240minp=r(min)
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3 V* T: R' t0 k y' S: p8 D: O gen vtt=_n) c, g, t9 |9 F3 V4 W/ l
P$ ?4 g- x8 o
tsset vtt
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1 F, ^: [- C( j; ^- b7 G gen ddy240=D1.dy240/D1.dx240
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. ]: \* ^2 W! w+ M sum ddy240
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* {& L7 V+ M5 _5 u/ `7 b gen ddy240max=r(max)
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0 h4 d2 F- W# n7 l0 e& k gen ddy240min=r(min)
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$ z* P" P ?) \# ?( e gen ddy240g=ddy240*(dy240max-dy240min)/(ddy240max-ddy240min)
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2 N4 U$ m/ S: Z% N( \, `; s sum ddy240g
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gen yxis3=r(min) in 1# A# U& F5 a+ j! p
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gen yxis4=0 in 1
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) P) V3 h1 {4 A: S2 y *ddy240g
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! \) J: p4 R$ g6 B& J l preserve ; D2 a M' q, [; a& x0 c7 P
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sum v5 [aw =avol]
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8 X! ]- d0 o, I2 f keep if dx240<r(mean)
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sum ddy240
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7 A5 n1 M2 Y' g ~" l3 y& v5 p6 D if r(min)<0 {
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keep if ddy240<=0# T+ O- H- ? L3 D6 J( @' d
, u4 j1 E' c. B count
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2 [" [ Q" \. g% j" C5 `$ ~& a1 G: W if r(N)>2 {
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pkexamine dx240 dy240
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4 y8 ?; l3 s; h8 K local tempminp=r(tomc)# e3 v$ N. ?( B/ H6 E! `8 U
restore : F$ o* V( f6 [# R& D
}
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di "cannot find minp"+ {6 |- {: \2 P# q3 W, c
) ~/ i# X) w' V4 r+ ~; e+ U restore 0 Z1 `- F; P; a0 x" Q
sum dx240" m% D' y( g, o8 Y" P) }4 O/ k! Y
local tempminp=r(mean)9 ]9 ^! s5 z; o; @& m
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}
( X6 t/ e8 g) t; s8 u7 I T; n else {; ^" p" i7 R8 a* I Q% ~% y
g# d& H, c( f5 b keep if ddy240<=r(min)3 N' _5 Y5 a# O. j8 e4 c; u
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sum dx240 S& ?6 E# W( c# ?. v f
! t; v' Y5 J, } local tempminp=r(min)
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" u0 k `6 l: }. m9 D gen minp=`tempminp' in 1( K$ `, ^/ U9 u- b; e. x1 T* w$ \% M
*240 minp
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preserve
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4 U/ @! r- c& B8 y+ w' z4 [, S sum v5 [aw =avol]3 G% b" p% Q1 S1 g
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keep if dx240>r(mean)- G5 o" c3 E9 q% |8 D* |2 ]5 z
2 a/ ~ o' ?/ v) }4 u sum ddy240- R7 n1 W( A; F, t
! y6 I6 R1 T- A if r(max)>0 {
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keep if ddy240>=0
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count7 N3 c) R! I# l
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if r(N)>2 {
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pkexamine dx240 dy2406 t! }2 S( `1 G2 t2 s8 P
' }/ @$ @1 e0 A0 N& ?* x) _: h local tempmaxp=r(tomc) 7 ^2 ?' ^5 b. P1 `
restore 8 b& o3 y" K7 b9 w
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else {
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di "cannot find maxp"# N) X; c+ N9 }, j" ]( ?
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sum dx240
6 y3 y/ i" U5 a3 T6 i+ p7 F( @ local tempmaxp=r(mean)1 t1 B8 t B$ v' @' N( u
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0 C* U) ]6 }, K b8 s0 g# _6 F }
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$ b+ Q; R% { |* N else {
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keep if ddy240>=r(max)4 w# X. y7 o- b. c. B; I( V
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sum dx240
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4 G$ l4 P% o* ?7 i# _* ` local tempmaxp=r(max)
# W! Z1 Y1 _/ H/ ]7 ^! U restore * W$ ]& m* |& ~, k& m) Z
}
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* x5 K0 J( t5 A* X' J1 @& Q gen maxp=`tempmaxp' in 1
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*240maxp
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*-------------ddy240pminp左侧高峰值-----
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( ^- I5 C7 ?: H preserve
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/ a+ N+ ?: t% U: t keep if dx240<`tempminp'; a# c8 M& m/ T) ` N
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keep if ddy240>0
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count& e$ e, X `1 z) r3 h) B' |( C% }
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if r(N)>2 {' ?3 b8 k# j( z
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pkexamine dx240 ddy240. I2 x% j. e, v! W* S
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local tempminphddy240=r(tomc) 3 O x. F/ ^% h5 D
restore
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else {( G- m$ j/ z3 \ W, q% G8 [
restore 2 S% g* Q s- s) F8 H2 G% ]
di "cannot find pminphddy240"
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sum dx240# x8 U' W r$ D6 V: i6 N4 H+ @
local tempminphddy240=r(mean) 4 R( E8 Z8 k, k7 o% I6 \3 i+ N! p
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3 \6 r7 U7 Z k& P gen pminphddy240=`tempminphddy240' in 10 u: D5 K3 r! @' _. p; ?2 e' L
# S3 Z1 Z2 H3 f4 j3 @9 ]: _
/ c$ i+ X' F8 h) W5 D *-------------ddy240pminp右侧低峰值 -----------------
* \# x0 _2 I2 q/ z7 a# q preserve 9 `. p, ]: g+ w* z7 y
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keep if dx240>`tempminp'$ [ P6 f3 o" q, }
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keep if dx240<`tempmaxp'% H( f/ @+ o r) ]
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keep if ddy240<0
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: y8 d& B- o% Z4 w2 E. E gen temddy240=-ddy240) l3 b. l+ p0 i! Y. F6 T3 L5 p1 `$ a# f
- M; ^' b; Y' T; Q+ d( a1 T0 r* N; d count& \/ t9 i5 b$ Z [- y$ I" k
- a" ~2 {; @# C7 w7 `& b
if r(N)>2 {
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' y+ O( C1 y6 e9 O9 W pkexamine dx240 temddy240
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local tempminplddy240=r(tomc). ]# S% c: d: O! g
restore* w( C/ k! J" M4 T9 Y
}
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$ V1 m; X/ }6 F. h else {
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di "cannot find pminplddy240"' J7 u6 y3 C. I, g
restore8 L8 P) C# H$ J) K5 `
; i0 y4 Q; j3 c sum dx240
* Q7 @7 N% }: b local tempminplddy240=r(mean)
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gen pminplddy240=`tempminplddy240' in 1
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. R$ Z3 j( E( M8 P8 b1 x *-------------ddy240pmaxp左侧高峰值 -------------------
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preserve - w0 C' k0 t: B( q/ K
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keep if dx240>`tempminp'
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: M" q, `# H& K keep if dx240<`tempmaxp'
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3 \' @+ p- L- M0 R4 N( ?& H" i keep if ddy240>0* ]; A' ?1 i5 n/ }
count6 o' u0 a6 ]+ @# y
. c" S3 }8 {1 Z2 L' X6 D if r(N)>2 {8 O, ]- M- `/ [* U8 s
* G0 k1 e; r, f pkexamine dx240 ddy240
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local tempmaxphddy240=r(tomc)
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else {6 [0 ~1 ]( Q: R
& B$ i; e- N9 e( _$ s di "cannot find pmaxphddy240"" ^. ?4 O0 _% e2 ?$ z
restore; z% z& }6 k" S- Y
; D; p% O( t$ V9 o- b$ \, w; o sum dx240
) h( H- U0 O4 }% a# R& T8 c local tempmaxphddy240=r(mean)
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3 }, r; A y' X. C% a: R- T: N' u gen pmaxphddy240=`tempmaxphddy240' in 1 y* o' s# @% c' k. }" d8 H
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*-------------ddy240pmaxp右侧低峰值 -------------------
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preserve 3 q: @; U' f4 R& G" P% [
3 k: t" d) B: D( [2 C keep if dx240>`tempmaxp'
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gen temddy240=-ddy240% H; t6 l6 T1 C
! B' \* x( h+ O& e" C& l
keep if temddy240>07 f; ]$ g9 P Y+ K3 {0 N
+ c/ m# o' ]3 y$ l0 l# p) W
count0 C( G9 ^5 m! Z& B- u
& t. ]0 e4 |. K/ s& X& P+ r+ K if r(N)>2 {
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pkexamine dx240 temddy240
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local tempmaxplddy240=r(tomc) ! |* V. _6 R" f
restore2 z4 N4 _7 m8 p" n% N
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else {
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& d% m: |5 x7 ~+ Y# [ [% X di "cannot find pmaxlhddy240"
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" M+ t$ I, Y* a! @ b4 ] sum dx240, J7 u6 ]9 m& F, U
local tempmaxplddy240=r(mean) in 1
3 Q# n+ t3 S, h3 [
8 B, e) f0 C) d, q' {) X$ d% Y
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+ U# [% H: k! m0 q9 z9 O
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, K, r, l4 C& n( P gen pmaxplddy240=`tempmaxphddy240' in 1
: o' x) y2 g* B9 j3 k
4 w8 S9 o2 L$ H5 T# I* s *-------------------------------------
6 [3 P! l* ]" }3 |9 n9 T
5 T' F& i+ x9 n1 r3 s$ J gen price5d=v5 in 1/20
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gen price5yy=_n in 1/20+ M' h& I G9 U% M2 `7 G* x1 G
7 }7 `/ A( _9 }5 W+ [6 a g
gen price5y=price5yy*(dy240max-dy240min)/203 v1 @8 _2 e& ~& Y
; N ]# E, q: p4 v! G% h9 I. V *price5y &price5d
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gen priceny=price5y in 1
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gen pricen=v5 in 1! c( h+ j2 J, f+ N( V s; _1 \
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2 u( y( Y, x) |9 f$ }/ _ *priceny &pricen! ?. s9 ] d; d8 i* ~/ [. b
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*-------------------------graph------------------% c' u* d: v2 C4 V# y8 y
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tw(line dy240 ddy240g dx240)(spike yxis mean240, lc(red))(spike yxis maxp, lp(-) lc(black))(spike yxis minp, lc(black)) (scatter yxis2 mean240,lc(red) msymbol(+) mlabel(mean240) lc(red))(scatter yxis maxp,msymbol(+) mlabel(maxp) lc(black))(scatter yxis minp, msymbol(+) mlabel(minp) lc(black))(scatter yxis4 pminphddy240, msymbol(O) c(l[-]) mlabel(pminphddy240))(scatter yxis3 pminplddy240, msymbol(O) c(l[-]) mlabel(pminplddy240))(scatter yxis4 pmaxphddy240, msymbol(O) c(l[-]) mlabel(pmaxphddy240))(scatter yxis3 pmaxplddy240, msymbol(O) c(l[-]) mlabel(pmaxplddy240))(scatter price5y price5d, msymbol(O) mfc(black) mlc(black) c(l[-])) (scatter priceny pricen, msymbol(O) mfc(red) mlc(red)), title("`f'") xtitle("`1'") ytitle("density") legend(off) W! \- C( k" O6 P/ r# M6 l
$ E S# H+ y& t5 w9 `
* ---------可选项目----------------------, g3 [# E) C( T+ }. t: R3 o# U, l
*(spike yxis amean,lc(blue))(scatter yxis2 amean, lc(blue) msymbol(+) mlabel(amean))2 R1 ^' Q0 ]) l4 X3 g& W
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end, Y4 I1 T s! B, }& D
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