Michel, my greatest challenge was depression as well. I want to confirm the efficacy of what Jhananda described, as it was also how I found my way out. Exactly how I found my way out. For reference:
So, this is how it worked for me. Through moment-to-moment mindful self-awareness I was able to detect when my mind got stuck back on the depression conditioning. I then recalled a moment of bliss that I experienced in meditation. This recollection brought an end to the depression conditioning, and reasserted the bliss conditioning. it worked very well for me. Perhaps it will work for you.
For record, my deepest level of depression lasted for 10 years, in which I had suicidal ideation everyday.
I agree that it was sloth and torpor (and ignorance) on my part. As Eckhart mentions, there is a peculiar pleasure that comes from this. However, there was an external mechanic to it, as well. I was (and am) depressed by worldly things. If it's not nature or Nature, then it's depressing and oppressive--at least in my case. So I was depressed my entire life until I began investing in "the spiritual experience."
These days, if I find myself in a worldly situation, like idle chatter, or glorification of material things, I subtly bring Spirit into the situation. I retreat to the charisms and let them flow into the situation. I could (and almost did) write a book on this.
Whoever it is you may be asking this question for, the recollection of bliss could be anything from a "manic" state to actually meditative ecstasy. Just any moment where one wasn't depressed, and then the desire to cultivate that kind of moment again. That desire doesn't need to be mortified for quite some time--and I really don't if or when it does.