The rotating mast makes mounting a wind direction sensor on the mast head very complex. You must correct the wind direction for the rotation of the mast. There are systems available for this but they are not cheap.
If you just go with wind speed you might be able to adapt a monohull system with a NEMA output. It's going to be big and heavy and need 12V power. There have been cheap wireless anometers announced in magazines but I have never actually seen one.
I saw a system just like you want, last year(minus the rotating mast correction). It was for a small monohull. They told me it cost their sponsor over $20,000. They used standard sensors interfacing to bluetooth modules. I really liked the wind speed/direction it was just a dome.
It is possible to build a system like this. If you do I would like the details.
For training a recording GPS that can calculate VMG for marks with known locations and more time on the water would probably be better.