All major pruning should be reserved for late March or early April, with the exception of dead or diseased wood which may be removed at any time.  If roses are pruned in fall, they are subject to a fungus that enters the wound and works its way down the canes over the winter, turning them black and severely knocking back growth or outright killing the top part of the graft entirely. The pruning should be done above freezing to prevent further damage to the wood and like deadheading; all cuts should be ¼” above the bud and angled away from it. After removing all dead canes down to a green pith, as well as damaged, crossing canes, and then heading back spindly stems, most of the pruning should be finished.  On roses it is a good idea to apply wood glue, fingernail polish, or horticultural grade pruning sealant to prevent borers from entering the canes.  On roses requiring winter protection, you may have found all parts of  the canes have perished that were not protected by mounding after a cold winter.  This is fine as they will regrow strongly from the overwintered portion of the graft and will flower just as well.