Hi and welcome!
I remember having sunbaths during February and begining of March, people asked me If I had been in Sierra Nevada
because of my skin colour, but I also remember rainy days...so I guess it still mixed, but with more probability of sun and good weather. People start getting to the beach
and swimming, however water still cold!
I like that date for visiting Malaga, not too hot and not cold so In my opinion it is a good choice.