Properly close out progressbarCallback

based on suggestions provided in https://github.com/DLR-RM/stable-baselines3/issues/1645

freqtrade/freqai/prediction_models/ReinforcementLearner.py

@@ -3,6 +3,7 @@ from pathlib import Path
 from typing import Any, Dict, Type
 
 import torch as th
+from stable_baselines3.common.callbacks import ProgressBarCallback
 
 from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
 from freqtrade.freqai.RL.Base5ActionRLEnv import Actions, Base5ActionRLEnv, Positions
@@ -73,12 +74,19 @@ class ReinforcementLearner(BaseReinforcementLearningModel):
                         'trained agent.')
             model = self.dd.model_dictionary[dk.pair]
             model.set_env(self.train_env)
+        callbacks = [self.eval_callback, self.tensorboard_callback]
+        use_progressbar = self.rl_config.get('progress_bar', False)
+        if use_progressbar:
+            callbacks.insert(0, ProgressBarCallback())
 
+        try:
             model.learn(
                 total_timesteps=int(total_timesteps),
-            callback=[self.eval_callback, self.tensorboard_callback],
+                callback=callbacks,
-            progress_bar=self.rl_config.get('progress_bar', False)
             )
+        finally:
+            if use_progressbar:
+                callbacks[0].on_training_end()
 
         if Path(dk.data_path / "best_model.zip").is_file():
             logger.info('Callback found a best model.')