No. In fact, they're best left 'til late Jan or Feb, so that fresh pruning wouds aren't exposed to hard frost. Having said that, it's rare for roses, which are among the hardiest of plants, to suffer much damage from the cold. Worthy

I do mine in March, but with the cold weather the older stems will be protecting the buds lower down.

I do mine in mid to late February unless the weather is very harsh at that time

I'm interested in this question too, does the best time for hard pruning depend on the part of the Country you live in?? I've never been very confident with rose pruning, and you can tell, mine never look as good as others. I've planted a bare root Mortimer Sackler to climb arch, and want to get the best out of it. Naturally it arrived already pruned. Sorry to but in on your question Katya, but hope my question may help you too:-)

Actually, mine are floribunda of various kinds, planted so long ago that I can't remember their names, though one was Compassion. They grew very tall and a bit leggy, but they give good cover down one side of our garden. However, they get quite bad black spot. Last year I pruned back hard towards the end of the summer and the new growth this year was clear until about September, though I didn't spray until quite late. Cutting them right back seems to be a good way of dealing with infection. The other thing I failed to do this year, for the reasons mentioned above, was hoover up the infected leaves. They're still on the ground, but very wet. I'm hoping it will be dry enough to hoover them up before they start to rot into the soil.

Compassion is a climber, Katya, not a bush. Pruning is best done in very early spring (in London, I do them the last week in February, regardless of the weather, or the first week of March). In colder parts of the country, its probably better to wait till March, or when you can see where the buds on the stems are, so you can cut to an outward facing one. Climbers can be 'topped' in autumn, removing some of the length, so that they don't suffer windrock in winter, but the serious pruning should be done in spring. Except for ramblers, which should be done in September and tied in.