How can I rotate the arrow marker in a Bokeh plot to show wind speed direction?

There doesn't seem to be anything in the API that will do this directly. Using bokeh.models VeeHead, you can draw a VeeHead arrow

import numpy as np
from bokeh.plotting import figure, show, output_file
from bokeh.models import ColumnDataSource
from bokeh.models import Arrow, VeeHead

# Create a sin wave of x/y coordinates 
N = 300
x = np.linspace(0, 4*np.pi, N)
y = np.sin(x)

source = ColumnDataSource(data=dict(x=x, y=y))
TOOLS = "pan,wheel_zoom,box_zoom,reset,save"

# create a new plot and add a renderer
p = figure(tools=TOOLS, width=700, height=700, title=None)
p.line('x', 'y', source=source)


for i in range(N-1):
    p.add_layout(Arrow(end=VeeHead(size=25,fill_alpha=0.5), x_start=x[i], y_start=y[i], x_end=x[i+1], y_end=y[i+1])) 
show(p)

Rather than having virtually no tail like in the first example, you you add one like in this example. Note that the tail has it's own style which I didn't set in this example.

import numpy as np
from bokeh.plotting import figure, show, output_file
from bokeh.models import ColumnDataSource
from bokeh.models import Arrow, VeeHead

# prepare some date
N = 300
x = np.linspace(0, 4*np.pi, N)
y = np.sin(x)

source = ColumnDataSource(data=dict(x=x, y=y))
TOOLS = "pan,wheel_zoom,box_zoom,reset,save"

# create a new plot and add a renderer
p = figure(tools=TOOLS, width=700, height=700, title=None)
p.line('x', 'y', source=source)

for i in range(11, N-1):
    m = (y[i]-y[i-1])/(x[i]-x[i-1])
    Y = m*(x[i]-x[i-10]) # not point slope
    p.add_layout(Arrow(end=VeeHead(size=25,fill_alpha=0.5), x_start=x[i-10], y_start=Y, x_end=x[i], y_end=y[i])) 
show(p)