DirectQuery Caching for PowerBI Embed w/ RLS

The performance of DirectQuery with measures particularly needs serious addressing if you want to enable this to be used for complex apps. It would be ideal if we can specify a schedule cache that can be stored in Azure Storage and used as a datasource for PowerBI embedded. An example would be to cache 30 days worth of data and refresh this data every 24 hours, or 3 times a day. That way we get the performance of an import with the flexibility of DirectQuery