Because square dancing is an illegal behavior if the noise is too high, you can ask the relevant departments to manage, in fact, the city management is responsible for managing this thing. You can also reflect to the neighborhood committee, so that the neighborhood committee and square dancing people to negotiate, reduce the decibel, try not to square dance in the people rest time.
You can also negotiate with the square dancers on your own, and some of them are still good at talking, so you can tell them that the sound is too loud, and ask them to reduce the noise.