This warning tells you that the financial module will be removed at some point.
You do not need to worry about this warning at this time. This will affect you only when you upgrade to version 2.2 of matplotlib, in which case you will have to change your import.
If you already want to be compatible with future versions now, you can download the mpl_finance module at https://github.com/matplotlib/mpl_finance .
After downloading the files, you can install in the usual way,
python setup.py install
Alternatively, you can try installing via pip,
pip install https://github.com/matplotlib/mpl_finance/archive/master.zip
The reason for this is because people at matplotlib want to keep their code clean and not support a specialized package like this in the main code. They probably also do not want to support the package and spend resources on it that can be better used in kernel development.
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