Unfortunately loading all the data is not really an option as so much is calculated on the fly. For example we may want to query financial data in a number of different currencies (the stored procedures work out the currency exchange for a trade/transaction for the date that the trade happened meaning it's not as simple as running the report in just USD or GBP and then converting.
While it theoretically could be possible to extract this information from the database and work out these calculations within Power BI the number of possible computations would be extremely high leading to a huge amount of overhead as opposed to doing the "heavy lifting" in SQL as we do now.
Is there no way of getting Power BI to refresh data from database? My goal is to have some form of wizard (that I will write myself) which takes the required parameters and passes them through to the report... I can get to the point of automatically generating the SQL but the next bit seems to be impossible at the moment...