Just google "shanghai weather" and you should find all the info you need!

Shanghai is moist, so heat is conducted out of your body more quickly than in a dry climate, making it feel much colder than other places that are as cold but drier.

There isn't much to do outdoors in Shanghai, so its not like you have to deal with the cold if you don't want to, apart from going out your building to catch a cab. But don't worry, if you need any winter clothes, they're easy to pick up here.