Today made a prototype of Sparkline in the Pivot Grid of Ranet OLAP.
Chose a simple solution: for custom calculation need to define MDX expression to form an array of points. And then configure the Sparkline setting in Styles designer. Well turned out.
To view Sparklike you can load the Layout “#Test Sparkline” or “#Test Sparkline (from Local cube)” in Mdx Designer.
Online demo: