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The research on the topology model of weighted directed network not only helps to explore the internal mechanism of network topology in a higher level, but also plays an important role in resolving the problems related to the weighted directed phenomenon in other areas. By studying the real directional social network and analyzing the dynamic evolution of international import and export trade network, this paper proposed the topology generation algorithm of weighted directed network based on the triad formation rule. In the algorithm, directed edges were added to the network by using weight preferential attachment rule and triad formation rule, moreover, weights of network edges evolved dynamically to realize the asymmetric interaction among nodes. Simulation results show that the algorithm can generate the network topology consistent with real network environment and has good controllability of the clustering coefficient.