Calculate the Oracle Approximating Shrinkage estimate

        :return: shrunk sample covariance matrix
        :rtype: np.ndarray

def oracle_approximating(self):
        """
        Calculate the Oracle Approximating Shrinkage estimate

        :return: shrunk sample covariance matrix
        :rtype: np.ndarray
        """
        X = np.nan_to_num(self.X.values)
        shrunk_cov, self.delta = covariance.oas(X)
        return self.format_and_annualise(shrunk_cov)