Question
I see no bugs but my leaves look like they have holes.   green leaves don't look healthy either, kinda yellow.

Answer
There is a rose pest called a Roseslug and it feeds on the undersides of the rose leaves. It just skims off the underside but in time that part of the leaf dies and becomes a hole. Finally , if there are enough holes, the whole leaf goes yellow and dies. By the time you see the holes, the Roseslugs could be gone. Any rose spray that is for Rose Slugs or sometimes they are called Sawflies, will solve your problem. Don't forget to also spray all around the base of the rose bush as that is where they hide when not feeding. If you got them one season then they will return the next year. Just keep an eye open for them and you will get rid of them before they do the damage.