replace finish with close

[ZedRover]

No description provided.

[itan1]

Tested it and I can now run the FluxTraining.jl integration example successfully, thank you!

[MilesCranmer]

Ping @avik-pal

[codecov]

Codecov Report

Attention: Patch coverage is 0% with 1 lines in your changes are missing coverage. Please review.

Project coverage is 7.10%. Comparing base (1c76c18) to head (7d1c794).
Report is 2 commits behind head on main.

Files	Patch %	Lines
src/main.jl	0.00%	1 Missing ⚠️

Additional details and impacted files

@@          Coverage Diff          @@
##            main     #31   +/-   ##
=====================================
  Coverage   7.10%   7.10%           
=====================================
  Files          7       7           
  Lines        211     211           
=====================================
  Hits          15      15           
  Misses       196     196           

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