i have to visit to shenzhen from November to January, please suggest the cloths ,shoes and food.

Well, as the city belongs to southern China, it will not be that cold. During the time you mentioned, the average temperature could be about 10 C. Sometimes, it may fsall to only 3 C. Anyway, it is winter, so you can take along sweaters, overcoat as well as one or two warm clothing. As for the shoes, just the sports shoes can be ok then.
The food in this city can be very delicious, such as Shenyun Chaozhou Porridge
and Ke Jia Wang (Hakka dish). No fixed dinner or meal, so you can take some to your taste then.