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There is no happiness, then, but in a virtuous and self-approving conduct. Unless our actions will bear the test of our sober judgments and reflections upon them, they are not the actions, and, consequently, not the happiness, of a rational being.

In the above excerpt, what does Franklin mean by "but"? I think "but" here means "except", but "There is no happiness except in a self-approving conduct" doesn't really make sense; though "There is no happiness except in a virtuous conduct" makes sense.

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It does mean "except", as in "There is no happiness except when one's conduct is both virtuous and self-approving" (to restructure the sentence slightly). What Franklin means here by self-approving is explained in the next sentence: not only must one's conduct be virtuous, but it mus "bear the test of our [...] reflections upon [it]". In other words, we must consider our own actions rational, and the actions must be virtuous, for a person to be happy.

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