I sometimes get really depressed. I have lived with this most of my life but I have found that in the last few years the feelings have been darker and more intense. I know the warning signs and can tell when I am about to take the dark road through my psyche. It is something that I often cannot reason my way out of, so I accept this as a limit of what Stoicism can do. Sometimes we are just wired for sadness.
I am a traditional Stoic, meaning that I am pantheist and believe that the universe is governed by a rational intelligence. I believe that this universal reason is like a flooded field, where like water it gathers deeper here and shallower there but at all times present in some quantity. I feel like my depression is just an expression of the flawed state of myself. I am like a teacup with a minor crack. It is an element adds to its character but makes for a poor vessel to hold anything, let alone reason.
So I treat my depression like a storm that I must weather occasionally. I accept that it inhibits me but I recover and keep sailing along through life. I try to endure as a Stoic, accepting what fate has given me with a thankful heart.