How late roses can be pruned depends on the type of rose. Generally speaking, rambling roses should be pruned immediately after flowering. All other roses can be safely pruned up to the end of March.
It used to be taught that roses should be pruned by St.Patrick’s day, ie 17th march, but you can go a bit beyond that. This is not to say that roses most roses should be left until then. It is a good idea to give them a light prune at the start of the winter to stop the roots being disturbed by high winds rocking the plant. By the time you get to March some of those cuts might have some die back due to frost. This can be cut back to near an undamaged bud in March.
Bush, cluster floribundas and hybrid roses can be cut back quite hard as they flower on the new years growth in abundance but modern roses should be pruned back more conservatively to a framework of stems