Hiya Mel, try Bosworth Water park or Trust (It's in Market Bosworth) I can,t remember which one it's called.
I feel sure that it's open all year round and is only some 4 miles away from Mallory Park on the other side of the A447 to Mallory Park. There are lots of things to do around the area ie steam railway, battle of Bosworth visitor centre etc.
It's a nice site, so give them a ring it may be what you are looking for.
Phillip.