I`m a canadian I still like cold weather. Just not the 6 months of shit.
Sometimes we just don't know why we are depressed and we need for God to show us. "Search me, O God, and know my heart: try me, and know my (disquieting) thoughts: And see if there be a wicked way (literally = painful way) in me, and lead me in the way everlasting" (Psalm 139:23-24). David simply asked God to look inside and show him the source of inner conflicts and the source of emotional hurts that would cause depression. Then he asks God to show him the way out.
To be honnest, the reason why you feel bad is probably because your life isnt fulfilling enoug, more than because of seasons. You probably have some basic things to get in order first. Seasonal changes are just a worsening factor. Get your life back in your hands. You sound like a fatherless virgin crybaby.