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can it be possible to call python script after user clicks on a button in power bi app?
You could do that API call directly in Power Automate.
The real issue here is the user experience. When the user presses that button they likely expect some feedback as to the success or failure, or something being looked up and then displayed back to them etc. None of that is happening in the real Power BI environment, unfortunately, resulting in a very unsatisfactory UX.
and then what? What is the script doing?
You could use a Power Automate visual, for example.
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