Business Casual for this show, but if you're casual with a paid entrance, i doubt they would turn you away.
Business casual
Shen Yun daytine show dress attire was very casual. The theater is old, some cold spots, some very hot spots; if you wear a long coat due to the cold weather, it is very hard to hold - seats are extremely small and tight. *daytime
I wouldn't imagine that there is a strict dress code, so I recommend wearing something nice and tasteful yet comfortable.
Every show I attended the dress was causal but I would call the Theater for this show just in case its proper attire.
Thanks! Your answer is awaiting moderation.