Wind turbine fault diagnosis and early warning are important to reduce wind farm operation and maintenance costs and improve power generation efficiency. In this paper, we take the Supervisory Control and Data Acquisition (SCADA) data as the research object and research wind turbine health data purification, fault diagnosis model building, and unit operation status monitoring from a completely datadriven perspective. Firstly, for the problem that Density-Based Spatial Clustering of Applications with Noise (DBSCAN) algorithm cannot identify high-density anomalous data. An anomaly data processing scheme combining a density clustering algorithm and normal power interval estimation is proposed. The accuracy of extracting health data from wind turbines is improved. Secondly, to address the problem that the eXtreme Gradient Boosting (XGBoost) algorithm has more hyperparameters, we propose an optimization scheme based on the Bayesian Optimization Algorithm (BOA) and tree model for feature weight measurement, which improves the efficiency and accuracy of intuitive mapping from SCADA system monitoring data to fault features. Finally, a wind turbine condition monitoring scheme based on the information fusion of multi-characteristic monitoring parameters is designed. The wind turbine condition monitoring scheme proposed in this paper can warn generator system failure 3.67 hours, gearbox system failure 5.