Integer goes back and forth through time

Python 3, 281 278 273 269 bytes

My first attempt at codegolf, here we go. Tried to do it without looking at the linked question, so it's probably terrible :)

def f(n):d=len(str(n))-1;l=10**d;return 0if n<1else(n<l*4and[73,88,67,77,263,242,252,438,417,427][d]+f(n-l))or(l<=n//9and[161,155,144,340,505,494,690,855,844][d]+f(n-9*l))or(n<l*5and[159,164,135,338,514,485,688,864,835][d]+f(n-4*l))or[86,76,68][d%3]+(d//3*175)+f(n-5*l)

8 bytes smaller, thanks to Gábor Fekete

Ungolfed:

def f(n):
d = len(str(n)) - 1 # number of digits minus one
l = 10 ** d         # largest power of 10 that is not larger than parameter
if n == 0:
    return 0
elif n < 4 * l: # starts with X, C, M, ...
    return [
        ord('I'),
        ord('X'),
        ord('C'),
        ord('M'),
        ord('X') + 175, 
        ord('C') + 175, 
        ord('M') + 175, 
        ord('X') + 350, 
        ord('C') + 350, 
        ord('M') + 350
    ][d] + f(n - l)
elif n // 9 * 10 >= 10 * l: # starts with IX, XC, ...
    return [
        ord('I') + ord('X'), 
        ord('X') + ord('C'), 
        ord('C') + ord('M'),
        ord('M') + ord('X') + 175,
        ord('X') + ord('C') + 350,
        ord('C') + ord('M') + 350,
        ord('M') + ord('X') + 525,
        ord('X') + ord('C') + 700,
        ord('C') + ord('M') + 700
    ][d] + f(n - 9*l)
elif n < 5 * l: # starts with IV, XL, CD, ... 
    return [
        ord('I') + ord('V'),
        ord('X') + ord('L'),
        ord('C') + ord('D'),
        ord('M') + ord('V') + 175,
        ord('X') + ord('L') + 350,
        ord('C') + ord('D') + 350,
        ord('M') + ord('V') + 525,
        ord('X') + ord('L') + 700,
        ord('C') + ord('D') + 700
    ][d] + f(n - 4 * l)
else: # starts with V, L, D, ...
    return [
        ord('V'), 
        ord('L'), 
        ord('D'),
        ord('V') + 175, 
        ord('L') + 175, 
        ord('D') + 175,
        ord('V') + 350, 
        ord('L') + 350, 
        ord('D') + 350
    ][d] + f(n - 5 * l)

Mathematica, 181 173 166 151 bytes

Golfed

(q=Select[ToCharacterCode@#,64<#<99&]&/@StringSplit[RomanNumeral[#],"_"];p=PadLeft;l=Length;Total[p[q,4]+p[{350,350*Mod[l@q,2],175,0}[[-l@q;;]],4],2])&

Ungolfed

(
q = Select[
     ToCharacterCode@#,
     64<#<99&
    ]&/@StringSplit[RomanNumeral@#,"_"];
p=PadLeft;
l=Length;
Total[
   p[q,4]+
   p[{350,350*Mod[l@q,2],175,0}[[-l@q;;]],4]
   ,2]
)&

Mathematica's RomanNumeral implementation gives (IX)CMXCIX for 9999, and so the program returns 971 for that number.

As written, a roman numeral of the type ((...))(...)... returns a nested list of the ASCII codes for the roman numerals of length 4, ((...))... returns a list of length 3, (...)... returns a list of length 2, and ... returns a list of length 1. The final line converts those rules into the appropriate number of macrons for each section of the list, adds those macrons in, and then sums the entire nested list to return the output.

Mathematica, 198 bytes

Tr[Tr@Flatten[ToCharacterCode/@#]+Length@#*Tr@#2&@@#&/@Partition[Join[SplitBy[Select[Characters@#/."\&"->1,MemberQ[Join["A"~CharacterRange~"Z",{1}],#]&],LetterQ]/. 1->175,{{0}}],2]]&@RomanNumeral@#&

Unfortunately, the builtin doesn't help here much, though I'm sure this can be golfed far more.

Note: Evaluates 9999 -> 971 as per here.