The law mandates that bicycles have an adequate sound device. Whistles and sirens are illegal for the same reason flashing blue lights are illegal, because they might create confusion for some motorists. But finding an adequate sound device for use in motor traffic is not always as simple as popping into the local bike shop.
As I've mentioned in other threads, I've rigged a car horn to a small 12V battery. I also run headlights and tail lights from that battery.
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No worries