The light in my dashboard where my gear shift indicator stays on and it's draining my battery. How do I turn it off.

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My alternator passed testing, so I bought a new battery when I thought it was my battery my car wouldn't start. I drove it all day it was fine, but after I let my car set for around 3-4 hours it would not start. I notice afterward my light was still on. After I got it jumped, I drive it, it was find. When I turned it off the gear shift light indicator stayed on. I had to get it jumped twice in three days and both times the indicator light remain on.