Only way that I know of, is to build it inside terrain.
The way daylight works, is that it penetrates terrain up to a certain depth (going through it).
To make an enclosed space that stays dark 24/7 would require you to place it inside a cave that has a sufficiently thick layer of terrain surrounding it.
Alternatively you can just, build it as normal, and just manually set the time of day to night when you personally want to ride it, not ideal, but it's the easiest solution.