I was on the Oceana last year i'm sure they take alcohol off you and return it at end of cruise but soon after starting our cruise you could buy cigs and bottles of alcohol not sure what day it was but i think it was either first or second day you could buy what you wanted,
one tip buy what you want for you trip and take home the first chance you get we only got one chance.
Injoy your cruise the Oceana is a good ship.
Whether you purchase on board or on shore, when you return to the ship they will scan your bags and any alcohol will be put in storage until just before you leave the ship. Most lines now allow you to take 2 bottles of wine on board but if you fancy this idea remember to take a corkscrew.