We have had the same problem, John, and I'm guessing we probably get a bit more sun here than you do. You don't say whereabouts you live. UK?
Oleanders really do need a lot of hot sun to flower properly. I pruned ours back quite hard in March after the temperatures started to rise, and there is now a lot of new growth, making them quite nice and bushy again, but of course I had to cut a lot of the old wood off which carries the flowers. We thought we had lost them all in the very deep snow and low, low winter temperatures, so getting anything at all has been a bonus. We won't get a lot of blossom this year, but I'm hoping for a lot more next year.

If you bought it this year, it won't be a pruning issue, but as already said, the weather is critical for these plants and particularly for their flowering. They do best in a hot, sunny and very sheltered situation - even if you'd got it in a spot like that, this year the weather is so bad it won't make much difference. I'm afraid, unless we get some extended warm weather, the chances of decent flowering are very low indeed this year.