Abstract: The new type of the full data pretreatment and focuses on the research and financial data of some key contact time variable of the pretreatment method.Put forward a kind of cleaning association rules based on the financial data mining algorithm, introduce the analysis of association rules in certain support under the restriction of the research and financial closely related to some factors, in the application process with the development of key departments of system and the key functions of the observation and warning.Experiment results show that the method can be more accurate for the state of the financial data tracking, mining efficiency is higher.