siat 2.14.1__py3-none-any.whl → 3.0.0__py3-none-any.whl

siat/allin.py

@@ -86,6 +86,7 @@ from siat.valuation_china import *
 
 # 获取证券价格与计算
 from siat.security_prices import *
+from siat.security_price2 import *
 
 # 股票分析
 from siat.stock import *

siat/assets_liquidity.py

@@ -112,9 +112,9 @@ def roll_spread_portfolio(portfolio,start,end,printout=True):
         
         _,_,tickerlist,sharelist=decompose_portfolio(portfolio)
         if len(tickerlist)==1:
-            product=str(codetranslate(tickerlist))
+            product=str(ticker_name(tickerlist,'bond'))
         else:
-            product=str(codetranslate(tickerlist))+' by '+str(sharelist)
+            product=str(ticker_name(tickerlist))+' by '+str(sharelist)
         print("投资组合:",product)        
         print("计算期间:",date_start,"to",date_end, \
                   "(可用日期)")
@@ -193,9 +193,9 @@ def amihud_illiquidity_portfolio(portfolio,start,end,printout=True):
         
         _,_,tickerlist,sharelist=decompose_portfolio(portfolio)
         if len(tickerlist)==1:
-            product=str(codetranslate(tickerlist))
+            product=str(ticker_name(tickerlist,'bond'))
         else:
-            product=str(codetranslate(tickerlist))+' by '+str(sharelist)
+            product=str(ticker_name(tickerlist))+' by '+str(sharelist)
         print("投资组合:",product)        
         print("计算期间:",date_start,"至",date_end, \
                   "(可用日期)")
@@ -339,9 +339,9 @@ def ps_liquidity_portfolio(portfolio,start,end,printout=True):
         
         _,_,tickerlist,sharelist=decompose_portfolio(portfolio)
         if len(tickerlist)==1:
-            product=str(codetranslate(tickerlist))
+            product=str(ticker_name(tickerlist,'bond'))
         else:
-            product=str(codetranslate(tickerlist))+' by '+str(sharelist)
+            product=str(ticker_name(tickerlist))+' by '+str(sharelist)
         print("投资组合:",product)
         print("计算期间:",date_start,"to",date_end, \
                   "(可用日期)")
@@ -424,9 +424,9 @@ def plot_liquidity_monthly(portfolio,start,end,liquidity_type):
     
     _,_,tickerlist,sharelist=decompose_portfolio(portfolio)
     if len(tickerlist)==1:
-        product=str(codetranslate(tickerlist))
+        product=str(ticker_name(tickerlist,'bond'))
     else:
-        product=str(codetranslate(tickerlist))+' by '+str(sharelist)
+        product=str(ticker_name(tickerlist))+' by '+str(sharelist)
     import datetime as dt; today=dt.date.today()
     footnote="证券="+product+"\n数据来源：新浪/stooq, "+str(today)
     datatag=False
@@ -522,9 +522,9 @@ def plot_liquidity_annual(portfolio,start,end,liquidity_type):
 
     _,_,tickerlist,sharelist=decompose_portfolio(portfolio)
     if len(tickerlist)==1:
-        product=str(codetranslate(tickerlist))
+        product=str(ticker_name(tickerlist,'bond'))
     else:
-        product=str(codetranslate(tickerlist))+' by '+str(sharelist)
+        product=str(ticker_name(tickerlist,'bond'))+' by '+str(sharelist)
     
     import datetime as dt; today=dt.date.today()
     footnote="证券="+product+"\n数据来源：雅虎财经, "+str(today)    
@@ -566,9 +566,9 @@ def draw_liquidity(liqs):
     
     _,_,tickerlist,sharelist=decompose_portfolio(portfolio)
     if len(tickerlist)==1:
-        product=str(codetranslate(tickerlist))
+        product=str(ticker_name(tickerlist))
     else:
-        product=str(codetranslate(tickerlist))+' by '+str(sharelist)
+        product=str(ticker_name(tickerlist,'bond'))+' by '+str(sharelist)
     
     import datetime as dt; today=dt.date.today()
     footnote="证券="+product+"\n数据来源：新浪/stooq, "+str(today)    
@@ -722,14 +722,14 @@ def compare_liquidity_rolling(portfolio1,portfolio2,start,end,liquidity_type,win
     
     _,_,tickerlist1,sharelist1=decompose_portfolio(portfolio1)
     if len(tickerlist1)==1:
-        product1=str(codetranslate(tickerlist1))
+        product1=str(ticker_name(tickerlist1,'bond'))
     else:
-        product1=str(codetranslate(tickerlist1))+'，持仓'+str(sharelist1)    
+        product1=str(ticker_name(tickerlist1,'bond'))+'，持仓'+str(sharelist1)    
     _,_,tickerlist2,sharelist2=decompose_portfolio(portfolio2)
     if len(tickerlist2)==1:
-        product2=str(codetranslate(tickerlist2))
+        product2=str(ticker_name(tickerlist2,'bond'))
     else:
-        product2=str(codetranslate(tickerlist2))+'，持仓'+str(sharelist2)     
+        product2=str(ticker_name(tickerlist2,'bond'))+'，持仓'+str(sharelist2)     
     
     import datetime as dt; today=dt.date.today()
     """

siat/beta_adjustment.py

@@ -197,7 +197,7 @@ def draw2_betas(model,scope,ticker,betas):
     stkname=stkinfo['shortName']   
     title1="\n"+stkname+"\n"+model+"\n(Benchmark on "+idxname+")"
     """
-    title1=codetranslate(ticker)+": "+model+"\n(基于"+codetranslate(scope)+")"
+    title1=ticker_name(ticker)+": "+model+"\n(基于"+ticker_name(scope)+")"
    
     #转换索引类型为DatetimeIndex，便于后续处理
     """
@@ -846,11 +846,11 @@ def get_beta_hamada2(stkcd,mktidx,printout=True,graph=True):
         cflb_avg_txt='均值: '+str(round(cflb_avg,1))+'%'
         plt.axhline(y=cflb_avg,color='b',linestyle=':',label=cflb_avg_txt)
         
-        title1=codetranslate(stkcd)+": 财务杠杆对于贝塔系数的贡献度(CFLB)"
+        title1=ticker_name(stkcd)+": 财务杠杆对于贝塔系数的贡献度(CFLB)"
         #plt.title(title1,fontsize=12,fontweight='bold')
         plt.title(title1)
         #plt.ylabel("CFLB %",fontsize=12,fontweight='bold')
-        footnote="注: 基于"+codetranslate(mktidx)
+        footnote="注: 基于"+ticker_name(mktidx)
         
         import datetime; today = datetime.date.today()
         footnote2="\n数据来源: 新浪,"+str(today)
@@ -870,7 +870,7 @@ def get_beta_hamada2(stkcd,mktidx,printout=True,graph=True):
         ticker1=ticker2=stkcd
         colname1='CFLB%'; colname2='lev ratio'
         label1='CFLB%'; label2='财务杠杆'
-        titletxt=codetranslate(stkcd)+": CFLB与财务杠杆之间的关系"
+        titletxt=ticker_name(stkcd)+": CFLB与财务杠杆之间的关系"
         footnote='注: 这里的财务杠杆使用的是负债/所有者权益'
         
         plot_line2_twinx(df1,ticker1,colname1,label1,df2,ticker2,colname2,label2, \
@@ -881,7 +881,7 @@ def get_beta_hamada2(stkcd,mktidx,printout=True,graph=True):
         #ticker1=ticker2=stkcd
         colname1='CFLB%'; colname2='tax rate'
         label1='CFLB%'; label2='实际税率'
-        titletxt=codetranslate(stkcd)+": CFLB与税率之间的关系"
+        titletxt=ticker_name(stkcd)+": CFLB与税率之间的关系"
         footnote='注: 这里使用的是实际税率'
         
         plot_line2_twinx(df1,ticker1,colname1,label1,df2,ticker2,colname2,label2, \
@@ -994,7 +994,7 @@ def compare_mhamada(tickers,market_index="000001.SS"):
             continue
         else:
             dft=df_tmp[['CFLB%']]
-            dft.rename(columns={'CFLB%':codetranslate(t)},inplace=True)
+            dft.rename(columns={'CFLB%':ticker_name(t)},inplace=True)
             
         if len(df)==0:
             #第一个

siat/beta_adjustment_china.py

@@ -308,8 +308,8 @@ def get_beta_hamada_china_v0(stkcd,mktidx,start,end,printout=True,graph=True):
         cflb_mean=betas['CFLB%'].mean()
         plt.axhline(y=cflb_mean,color='b',linestyle=':',label='均值线') 
         
-        title1=codetranslate(stkcd)+": 财务杠杆对贝塔系数的贡献度(CFLB)"+ \
-            "\n(基于"+codetranslate(mktidx)+")"
+        title1=ticker_name(stkcd)+": 财务杠杆对贝塔系数的贡献度(CFLB)"+ \
+            "\n(基于"+ticker_name(mktidx)+")"
         plt.title(title1,fontsize=12,fontweight='bold')
         plt.ylabel("CFLB%",fontsize=12,fontweight='bold')
         
@@ -359,8 +359,8 @@ def draw_hamada_factors_china(stkcd,mktidx,betas):
     ax2.legend(loc='lower right')
     ax2.set_xticklabels(betas.index,rotation=45)
     
-    title1=codetranslate(stkcd)+": 滨田因子对贝塔系数的影响"+ \
-            "\n(基于"+codetranslate(mktidx)+")"
+    title1=ticker_name(stkcd)+": 滨田因子对贝塔系数的影响"+ \
+            "\n(基于"+ticker_name(mktidx)+")"
     plt.title(title1,fontsize=12,fontweight='bold')
     plt.style.use('ggplot')
     plt.show()     
@@ -461,9 +461,9 @@ def get_beta_hamada_china(stkcd,mktidx,start,end,period_type='all', \
             return betas
         
         #图1：绘制Hamada对比图
-        titletxt=codetranslate(stkcd)+"：CAPM/无杠杆贝塔系数对比"
+        titletxt=ticker_name(stkcd)+"：CAPM/无杠杆贝塔系数对比"
         import datetime; today = datetime.date.today()
-        footnote="注: 基于"+codetranslate(mktidx)
+        footnote="注: 基于"+ticker_name(mktidx)
         footnote2="\n数据来源: 新浪,"+str(today)
         #draw2_betas(model,mktidx,stkcd,betas)
         plot_2lines(betas,'Beta(CAPM)','CAPM贝塔系数', \
@@ -494,7 +494,7 @@ def get_beta_hamada_china(stkcd,mktidx,start,end,period_type='all', \
         plt.legend(loc='best')
         plt.show(); plt.close()
         """
-        titletxt=codetranslate(stkcd)+": 财务杠杆对于贝塔系数的贡献度(CFLB)"
+        titletxt=ticker_name(stkcd)+": 财务杠杆对于贝塔系数的贡献度(CFLB)"
         plot_line(betas,'CFLB%','CFLB%','财务杠杆对于贝塔系数的贡献度%',titletxt, \
                   footnote+cflb_avg_txt+footnote2,power=6)
         
@@ -503,7 +503,7 @@ def get_beta_hamada_china(stkcd,mktidx,start,end,period_type='all', \
         ticker1=ticker2=stkcd
         colname1='CFLB%'; colname2='lev ratio'
         label1='CFLB%'; label2='财务杠杆'
-        titletxt=codetranslate(stkcd)+": CFLB与财务杠杆之间的关系"
+        titletxt=ticker_name(stkcd)+": CFLB与财务杠杆之间的关系"
         footnote='注: 这里的财务杠杆使用的是负债/所有者权益'
         
         plot_line2_twinx(df1,ticker1,colname1,label1,df2,ticker2,colname2,label2, \
@@ -514,7 +514,7 @@ def get_beta_hamada_china(stkcd,mktidx,start,end,period_type='all', \
         #ticker1=ticker2=stkcd
         colname1='CFLB%'; colname2='tax rate'
         label1='CFLB%'; label2='实际税率'
-        titletxt=codetranslate(stkcd)+": CFLB与税率之间的关系"
+        titletxt=ticker_name(stkcd)+": CFLB与税率之间的关系"
         footnote='注: 这里使用的是实际税率'
         
         plot_line2_twinx(df1,ticker1,colname1,label1,df2,ticker2,colname2,label2, \

siat/bond.py

@@ -703,87 +703,73 @@ if __name__=='__main__':
     symbol='sh019521'
     symbol='019521.SS'
     symbol='sz102229'
-    
     symbol='149124.SZ'
-    fromdate='2023-1-1'
-    todate='2023-5-30'
+    symbol='sh019319' #国债
+    
+    fromdate='2024-1-1'
+    todate='2024-3-30'
     power=4
+    graph=True
     
     prices=exchange_bond_price(symbol,fromdate,todate,power=power)
 
-def exchange_bond_price(symbol,fromdate,todate,power=0):
+def exchange_bond_price(symbol,fromdate,todate,power=0,graph=True,data_crop=True):
     """
     功能：获得沪深债券市场历史成交行情
     输入：沪深债券代码symbol，起始日期fromdate，截止日期todate。
     返回：历史价格df
     输出：折线图
     """
-    print("  Searching for pricing info of bond",symbol,"\b, it may take great time ...")
+    import pandas as pd
+    import akshare as ak
+    import datetime
+    
+    print("  Searching for bond",symbol,"\b, it may take great time, please wait ... ...")
     
     #检查日期期间的合理性
     result,start,end=check_period(fromdate, todate)
     if result is None: return None
     
     #变换代码格式
-    symbol1=symbol.lower()
-    symbol2=symbol1
-    if '.ss' in symbol1:
-        symbol2='sh'+symbol1[:6]
-    if '.sz' in symbol1:
-        symbol2='sz'+symbol1[:6]
+    symbol2=tickers_cvt2ak(symbol)
     
     #抓取历史行情
-    import akshare as ak
     try:
         df=ak.bond_zh_hs_daily(symbol=symbol2)
         trddate1=str(df.head(1)['date'].values[0])
         trddate2=str(df.tail(1)['date'].values[0])
     except:
         print("  #Error(exchange_bond_price), failed to get exchange bond prices of",symbol)
-        print("  Currently support bonds traded in Shanghai/Shenzhen exchanges only")
+        print("  Currently support bonds traded in exchanges only")
         return None
     
-    #过滤日期期间
-    """
-    #解决日期比较时类型不一致问题datetime64[ns, UTC] and Timestamp
-    import datetime as dt
-    import pandas as pd
-    df['sdate']=pd.to_datetime(df.index)
-    df['s2date']=df['sdate'].dt.date
-    df1=df.drop(df[df.s2date < start].index)
-    df2=df1.drop(df1[df1.s2date > end].index)
-    df2.drop(['sdate','s2date'],axis=1,inplace=True)
-    """
-    df.set_index('date',inplace=True)
-    df['sdate']=pd.to_datetime(df.index)
-    df['s2date']=df['sdate'].dt.date
-    df1=df.drop(df[df.s2date < start].index)
-    df2=df1.drop(df1[df1.s2date > end].index)
-    df2.drop(['sdate','s2date'],axis=1,inplace=True)
-    
-    if len(df2) == 0:
-        print("  #Warning(exchange_bond_price): no price info of",symbol,"between",fromdate,"and",todate)
-        print("  Price info of",symbol,"are only available between",trddate1,"and",trddate2)
-        return None
+    #是否过滤日期期间：债券有效时段较短，强制过滤时段可能形成空记录，影响其他函数判断
+    if data_crop:
+        df['datepd']=df['date'].apply(lambda x: pd.to_datetime(x))
+        df.set_index('datepd',inplace=True)
+        df2=df[(df.index >= start) & (df.index <= end)]
+        df2.rename(columns={'open':'Open','high':'High','low':'Low','close':'Close'},inplace=True)
+        
+        if len(df2) == 0:
+            print("    #Warning(exchange_bond_price): no prices of",symbol,"between",fromdate,"and",todate)
+            print("    Prices of",symbol,"exist between",trddate1,"and",trddate2)
+            return df2
+    else:
+        df2=df
     
     #绘图
-    import datetime
-    today = datetime.date.today().strftime("%Y-%m-%d")
-    lang=check_language()
-    if lang=='Chinese':
-        titletxt=texttranslate('沪深债券收盘价历史行情：')+get_exchange_bond_name_china2(symbol)
-        footnote="\n"+texttranslate("数据来源：新浪财经，")+today 
-        close_txt='收盘价'
-        ylabel_txt='价格'
-    else:
-        titletxt='Exchange Bond Price Trend: '+get_exchange_bond_name_china2(symbol)
-        footnote="Source: Sina Finance, "+today 
-        close_txt='Close'
-        ylabel_txt='Price'
-        
-    plot_line(df2,'close',texttranslate(close_txt),texttranslate(ylabel_txt),titletxt,footnote,power=power)
+    if graph:
+        todaydt = datetime.date.today().strftime("%Y-%m-%d")
+        titletxt1=text_lang('沪深债券行情：','Exchange Bond Price Trend: ')
+        titletxt=titletxt1+ticker_name(symbol,'bond')
+        close_txt=text_lang('收盘价','Close')
+        ylabel_txt=text_lang('价格','Price')
+        footnote0=text_lang('数据来源：新浪，','Data source: sina, ')
+        footnote=footnote0+todaydt
+            
+        plot_line(df2,'Close',close_txt,ylabel_txt,titletxt,footnote,power=power)
     
-    return df
+    return df2
     
 if __name__=='__main__':
     symbol='sh143595'
@@ -893,41 +879,59 @@ if __name__=='__main__':
 
 #==============================================================================
 if __name__=='__main__':
-    symbol='sz128086'
-    fromdate='2021-1-1'
-    todate='2021-9-16'
+    symbol='sh019521'
+    symbol='sh113565'
+    symbol='sh019319'
+    
+    fromdate='2024-1-1'
+    todate='2024-3-31'
+    
+    cov=exchange_covbond_price(symbol,fromdate,todate)
 
-def exchange_covbond_price(symbol,fromdate,todate):
+def exchange_covbond_price(symbol,fromdate,todate,power=0,graph=True):
     """
     功能：获得沪深市场可转债历史成交行情
     输入：沪深债券代码symbol，起始日期fromdate，截止日期todate。
     返回：历史价格df
     输出：折线图
     """
+    print("  Searching for bond",symbol,"\b, it takes great time, please wait ... ...")
+
+    import pandas as pd
+    import akshare as ak
+    import datetime
+    
     #检查日期期间的合理性
     result,start,end=check_period(fromdate, todate)
     if result is None: return None
     
+    #变换代码格式
+    symbol2=tickers_cvt2ak(symbol)
+    
     #抓取历史行情
-    import akshare as ak
     try:
-        df=ak.bond_zh_hs_cov_daily(symbol=symbol)
+        df=ak.bond_zh_hs_cov_daily(symbol=symbol2)
     except:
         print("  #Error(exchange_covbond_price), failed to get info of",symbol)
         return None    
 
-    #过滤日期期间：比较时需要注意时区
-    starttz=start.tz_localize('UTC')
-    endtz=end.tz_localize('UTC')
-    df1=df.drop(df[df.index < starttz].index)
-    df2=df1.drop(df1[df1.index > endtz].index)
+    #过滤日期期间
+    df['datepd']=df['date'].apply(lambda x: pd.to_datetime(x))
+    df.set_index('datepd',inplace=True)
+    df2=df[(df.index >= start) & (df.index <= end)]
+    df2.rename(columns={'open':'Open','high':'High','low':'Low','close':'Close'},inplace=True)
     
     #绘图
-    titletxt=texttranslate('沪深市场可转债收盘价历史行情：')+codetranslate(symbol)
-    import datetime
-    today = datetime.date.today().strftime("%Y-%m-%d")
-    footnote="\n"+texttranslate("数据来源：新浪财经，")+today    
-    plot_line(df2,'close',texttranslate('收盘价'),texttranslate('价格'),titletxt,footnote,power=4)
+    if graph:
+        todaydt = datetime.date.today().strftime("%Y-%m-%d")
+        titletxt1=text_lang('沪深债券行情：','Exchange Bond Price Trend: ')
+        titletxt=titletxt1+get_exchange_bond_name_china2(symbol)
+        close_txt=text_lang('收盘价','Close')
+        ylabel_txt=text_lang('价格','Price')
+        footnote0=text_lang('数据来源：新浪，','Data source: sina, ')
+        footnote=footnote0+todaydt
+            
+        plot_line(df2,'Close',close_txt,ylabel_txt,titletxt,footnote,power=power)
     
     return df
     

siat/capm_beta.py

@@ -155,8 +155,8 @@ def capm_beta(ticker,mktidx,start,end):
     #显示回归结果
     print(" \n===== 计算CAPM贝塔系数 =====")
     print("回归模型：市场模型")
-    print(equalwidth("股票",16), codetranslate(ticker))
-    print(equalwidth("市场指数",16), codetranslate(mktidx))
+    print(equalwidth("股票",16), ticker_name(ticker))
+    print(equalwidth("市场指数",16), ticker_name(mktidx))
     print(equalwidth("样本期间开始于",16), start)
     print(equalwidth("样本期间结束于",16), end)
     print(equalwidth("截距项",16), round(alpha,4))
@@ -317,17 +317,17 @@ def capm_beta_yearly(ticker,mktidx,yearlist):
     pd.set_option('display.unicode.east_asian_width', True)
     pd.set_option('display.width', 180) # 设置打印宽度(**重要**)
     
-    print("\n ===== 股票的年度贝塔系数:",codetranslate(ticker),"=====")
+    print("\n ===== 股票的年度贝塔系数:",ticker_name(ticker),"=====")
     print(betas.to_string(index=False))
     import datetime as dt; today=dt.date.today()    
-    print(" 数据来源：新浪/stooq/fred，基于"+codetranslate(mktidx)+'，'+str(today))
+    print(" 数据来源：新浪/stooq/fred，基于"+ticker_name(mktidx)+'，'+str(today))
     
     betas.set_index('Year',inplace=True)
     
     #绘图：年度贝塔系数趋势
     df=pd.DataFrame(betas['Beta'])
-    title="股票的年度贝塔系数趋势: "+codetranslate(ticker)
-    foot="\n数据来源：新浪/stooq/fred，基于"+codetranslate(mktidx)+'，'+str(today)
+    title="股票的年度贝塔系数趋势: "+ticker_name(ticker)
+    foot="\n数据来源：新浪/stooq/fred，基于"+ticker_name(mktidx)+'，'+str(today)
     plot_trend(title,foot,df,power=3,axhline_value=1,axhline_label='市场风险线')
     
     return betas   
@@ -488,7 +488,7 @@ def capm_beta_portfolio_yearly(tickerlist,sharelist,mktidx,yearlist):
     #绘图：年度贝塔系数变化
     df=pd.DataFrame(betas['Beta'])
     title="投资组合的年度贝塔系数"+ \
-            "\n成分股: "+str(codetranslate(tickerlist))+"\n持仓权重: "+str(sharelist)
+            "\n成分股: "+str(ticker_name(tickerlist,'bond'))+"\n持仓权重: "+str(sharelist)
     import datetime; today = datetime.date.today()
     foot="数据来源: 新浪/stooq/fred，"+str(today)
     plot_trend(title,foot,df,power=2,axhline_value=1,axhline_label='市场风险线')
@@ -724,20 +724,20 @@ def compare2_betas_yearly(ticker1,ticker2,mktidx,yearlist):
     betas2.set_index('Year',inplace=True)
     
     #绘图：年度贝塔系数变化
-    plt.plot(betas1['Beta'],label=codetranslate(ticker1),c='red',marker='o',lw=1)
-    plt.plot(betas2['Beta'],label=codetranslate(ticker2),c='blue',marker='D',lw=2,linestyle='--')
+    plt.plot(betas1['Beta'],label=ticker_name(ticker1),c='red',marker='o',lw=1)
+    plt.plot(betas2['Beta'],label=ticker_name(ticker2),c='blue',marker='D',lw=2,linestyle='--')
     
     #plt.axhline(y=1.0,color='b',linestyle=':',c='green',label='市场平均风险')  
     plt.axhline(y=1.0,color='b',linestyle=':',c='black')  
     
     plt.ylabel("贝塔系数",fontweight='bold')
     plt.xticks(rotation=45,fontweight='bold')
-    trtitle="比较证券之间的贝塔系数"+"\n"+codetranslate(ticker1)+" vs "+codetranslate(ticker2)
+    trtitle="比较证券之间的贝塔系数"+"\n"+ticker_name(ticker1)+" vs "+ticker_name(ticker2)
     plt.title(trtitle,fontweight='bold')
     plt.legend(loc='best')
     
     import datetime; today = datetime.date.today()
-    plt.xlabel("数据来源：新浪/stooq/fred，基于"+codetranslate(mktidx)+'，'+str(today))
+    plt.xlabel("数据来源：新浪/stooq/fred，基于"+ticker_name(mktidx)+'，'+str(today))
     plt.show()
     
     return  betas1,betas2