It was cold for a few days last March. Just like winter in HK. I did not went out since I did not bring much clothes.
Another few days were warmer. So, we went to the Great Wall and saw people wore T-shirt. Me, I just carried my jacket all the way to climb the Great Wall.
So, you better bring winter clothes with you for safe.
One thing want to remind you is the weather is very very dry. Bring more good lotion for the whole body, face, hands and lips.