are the flowers all the same? there should be some with a tiny immature fruit behind the flower these are the females, the simple long stemmed flowers are the males
the other reason I can think of if you do get females is that the very dry hot/windy weather could be causing 'dry set', try increasing the humidity by spraying when the plant is in shade---hope it helps...

You often get a lot of male flowers before any female ones appear for some reason, and its still early. Don't despair, the female ones will appear eventually.