You were wrong in marrying a woman with such a background in the first place, especially if you have any knowledge of her past.
If you did not know, then, you are not to be blamed; however, you cannot continue in this relationship if she is persisting in her permissive lifestyle: going to parlors, hanging out with men, drinking, etc.
I feel sorry for you if you have no choice but leave her. As for your daughters, they will choose for themselves once they become adults. You ought to do your best to instill in them the love of God and moral and spiritual values of Islam not through preaching rather through examples and living a life based on them. Children learn what they practice or experience at home rather than what their parents preach.
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