D365 Cloud - connecting to data warehouse?


We are going to be upgrading our SAP CRM 2015 to D365. The only thing here is stopping us from moving to the cloud is that our company is very dependent on multiple SSRS reports.
We have noticed that with the cloud we cannot connect to our on-premise data warehouse which will force us to stay on premise.

Does anybody have the successful way to make this work?
Thank you
Saanvi S