I am going to Tianjin on 5 march. Must I buy winter jacket?

It just depends on how much you feel the cold. By march I expect I'll just be in the hoodie to keep a little warm and also keep the wind off. The best approach I think is layers. Bring long sleeved tops, jumpers etc so you can add or remove layers during your visit :)

It's up to you, but I don't think you'll need to buy a winter coat for Tianjin in March.