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In data stream mining, sliding window can record the latest and most useful patterns, but the best size can not be accurately determined. To aim at data with the characteristics of data flow in some simulation systems, this paper proposes a method for mining the closed frequent patterns in the mixed window of data stream. The pattern of data stream could be completely recorded by scanning the stream only once. And the pruning method of T-Moment could reduce the space complexity of sliding window tree and the maintenance cost of the closed frequent patterns tree. To differentiate the historical and the latest patterns, a time decaying model was applied. The experimental results show that the algorithm has good efficiency and accuracy.