code: def oracle_approximating(self):
          
          X = np.nan_to_num(self.X.values)
          shrunk_cov, self.delta = covariance.oas(X)
          return self.format_and_annualise(shrunk_cov)
docs: Calculate the Oracle Approximating Shrinkage estimate
  
          :return: shrunk sample covariance matrix
          :rtype: np.ndarray