A lot of the problem with beating depression is that we may change our outlook on life, or alter our relation to it, but we do not alter our relation to ourselves. Our self-schema is what dictates our happiness essentially. There is no greater force in the human psyche that that which seeks to maintain its self-identity, and therefore even if you feel like you've rid yourself of things that could trigger your depression, if your self-schema remains the same then you will always return to the same old patterns of emotion. One of the key factors that maintains depression is the feeling of helplessness, the feeling of being pushed around by the world and not being able to do anything about it, or even having got to the point where you have resigned from life and do not even care anymore.
This may seem strange, but weightlifting helps quite a lot... it gives you a sense of personal mastery over yourself, it has measurable gains so you can see your advancement, it makes you feel and look better and it gives you a sense that you're working at yourself. This is great for your self-conception. I'm not talking about turning into an inflated pin cushion with peas for testicles. I'm talking about raw
power. Most routines suck a big one, and will get you nowhere, fast. I highly recommend the
stronglifts program. No matter your body type, you can gain substantial strength. Form is key, along with starting low and gradual progression. Hopefully you have enough funds to join a gym and do this. Try it for a month and see how you feel!
To attack the long-lasting depression I've suffered with for years, I found great solace in studying Eastern philosophy, first in the form of Alan Watts lectures, then onto studying Zen Buddhism itself. Thought is inherently untrue... no system of symbols, however complex, can capture the essence of the world. The world is in a state of constant flux, and you as an aspect of the world are also an aspect of this flux. The static world and unchanging self are therefore entirely illusory. All pain arises from being ignorant of this truth. When we believe it is possible to grasp and hold onto things, we are let down repeatedly as these illusions crumble one by one, again and again. True peace comes from realising that nothing can ever be pinned down, that flow is the essence of existence, and along with this releasing the ego to this flow. Now, this is a very difficult to accomplish, and cannot be hinted at conceptually but not fully realized. However you need the conceptual basis as a springboard to the full realisation and freedom that is possible through a deeper understanding. There are ways and means to get there. Meditation is one. The psychological state of flow is another. If you are interested in this check out some
Alan Watts lectures on YT. You can also torrent free audiobooks for listening on the go. I like to take a walk in the park or down the dark midnight streets and just dissolve into footsteps and sounds.
Good luck man. I hope you can beat this thing, and hopefully glean something positive from what I have written.