荷兰猪、天竺鼠、豚鼠 ——What's the deal?
These are just nicknames.
There are no evidence about where these names come from, as I can see.
I found some explanations but I can't make sure they're true. 


It is called 天竺鼠 because Indian businessmen brought them into China.  
It is called 荷蘭豬 because it looks like a pig and its barking sounds like pigs' barking.  
It is called 荷蘭豬 because it was eat by Dutch before.  
It is called 豚鼠 because it is 鼠...  


And user58955 also provided some explanations. I don't think any of them is true... Just don't be too serious with these nicknames...