I think the website of the Hong Kong Observatory offers the most accurate weather forecasts for Shenzhen.

Climate 

Shenzhen has a subtropical climate, characterized by warm humid summers and dry mild winters.

The subtropical climate causes the temperature never to drop below freezing in Shenzhen. The coldest month is Januari, but even then the temperature often rises till 20 °C.

The summer has abundent rainfall in Shenzhen. The winters are very dry though and for that reason it's often recommended to visit Shenzhen from November till April. 

In Shenzhen the yearly precipitation is 1880 mm, compared to  770,6 mm in the Netherlands. This means that in the period of half June till the end of August Shenzhen gets as much rain as the Netherlands gets in one whole year. Take umbrella's with you (or buy one here!).

In 2008 Shenzhen saw very heavy rainfall that flooded parts of the city. In Futian no large scale flooding, but just lots and lots of rain. Some pictures from SZdaily :

• From 8 p.m. Thursday to 8 p.m. Saturday, 33 monitoring sites in Bao’an District reported precipitation of more than 300 mm, with Shiyan Subdistrict seeing 637 mm of rainfall, the highest in more than 100 years. Other districts, including Futian, Luohu and Longgang, also recorded more than 200 mm of rainfall.