I know I'm late, but I'll chime in.

I was suicidally depressed from 8th grade to about my 2nd or 3rd year of grad school, and it still flairs up from time to time. No one thing made me better. I just had a series of fortunate steps that helped me get out of where I was.

The first is that I got psychiatric treatment in college and was put on medication for bipolar II. This didn't get rid of the depression entirely, but it did stabilize me enough to focus on my schoolwork again. In grad school, I made an active effort to be social and join clubs that interested me. My grad school had an active tabletop RPG club, I started taekwondo (physical exercise lifts your mood), and I joined a Bible study since I was still religious at the time. I was also reading books on personal growth like Feeling Good, Man's Search for Meaning, The Road Less Traveled, Meditations by Marcus Aurelius, etc. A major point in those books is that you may not be able to control your life circumstances, but you can control your reaction to them.

When I finished grad school two years ago, I got depressed again because I moved away from my social circle for a job and sought out professional psychotherapy (the CBT stuff only works up to a point). There we began talking about my childhood and I basically realized that a lot of the stuff that happened around me growing up (physical violence, narcissistic mother) contributed to my depression. Narcissistic parents typically have mentally ill children because the child's emotional needs are ignored. I read Adult Children of Emotionally Immature Parents and Lost Connections by Johann Hari and realized my depression wasn't genetic: it was caused by very real emotional needs that had been ignored since childhood (note: I'm not saying that genetic depression isn't real, I'm saying that in my case the cause of my depression was not genetics). We started working on setting boundaries and relationships, and I severely limited contact with my mom; that step alone made me a lot happier.

It also helps that I have a job with a decent salary for the first time in my life so I can afford to do activities that interest me.