Based on the comments it seems you're willing to consider something other than a full-blown sphere. In that case a Dyson ring or swarm that simply doesn't eclipse the planet would easily fit the bill. A ring inside the planets orbit, if canted a full 90 degrees, would still produce at least a partial eclipse twice per year, but depending on size and distance of the ring it might not be terribly noticeable.
A swarm would have the advantage, if you really want to avoid any eclipse, of being able to time their orbits so as to never come between the planet and the star.
On a completely different track, if you want a full-blown sphere, it could either have a plate of transparent material or even a hole that is always facing the planet to let sunlight through to it (the sphere would have to rotate at the same rate the planet orbits). The problem is this would be pretty noticeable to any astronomers on the planet, whereas a ring or swarm would be harder to detect.