after mkdir /data/docker and /usr/bin/docker daemon -g /data/docker, I saw there is file /data/docker/network/files/local-kv.db. So I just rm /data/network/files/local-kv.db. Now the docker daemon will start.
But anyway I think it is better make change in /etc/systemd/system/docker-daemon.service, from
ExecStart=/usr/bin/docker daemon -g /data
to
ExecStart=/usr/bin/docker daemon -g /data/docker
So next time if we want to remove all docker images and clean up the docker, just remove everything under /data/docker.