The couple's little girl, Isabel, was staying with relatives at the time. Yesterday forensic experts were at the £230,000 ($510,000) house as West Yorkshire Police investigated.
Two knives were recovered and police said they were not looking for anyone else in connection with the "domestic incident", which happened shortly after 6pm on Sunday.
Mr Roberts and Miss Rufino, the director of a local occupational health firm, had been together for five years. It was not widely known that they had separated.
Miss Rufino was described as a "devoted" mother by her business partner Dr Jacqueline Senior.
The women started their Leeds-based firm in April last year after Miss Rufino gave birth in late 2013. Dr Senior said: "She returned from maternity leave invigorated and inspired to grow our business and we both looked forward to an exciting 2016. We are all devastated."
The couple's daughter attended local nursery, Wesley House. Hayley Wright, the nursery's manager, said Miss Rufino had told her last week she was looking forward to Isabel starting to talk and saying "I love you, Mummy".
Miss Wright added that staff had never noticed a problem with the couple. She described Miss Rufino as "lovely" and "really chatty", and Mr Roberts was "really good" with Isabel.
"I offered to babysit for them if they ever wanted a date night," she said. "We feel shocked and devastated and in disbelief. Everyone burst out crying."
The nursery manager said she rang the couple's mobile phones yesterday morning when news of the incident was reported. "There was no answer. I cried and was in shock. I still do not believe it."
Andrew Clifford, director of First Class Childcare, which owns the nursery, said: "It's pretty devastating for the staff as they have worked with that family very closely. They're very shocked. It's very sad news."
He added: "We have been told that the girl wasn't in the property at the time.
"I'm glad to hear she wasn't caught up in anything, as she's going to have some very sad news to deal with."
Neighbours also spoke of their shock yesterday. Jean Nutter said: "I'm heartbroken they are dead and the baby's life will change completely."
Alison Kelly said: :"It is a quiet house. I used to see them cutting the hedges. It is a nice street and a nice area. I just cannot believe it."
A police spokesman appealed for anyone who saw or heard suspicious activity to come forward.
-Daily Mail
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