Check picture.
Only way I found to have rubymine 2016.3 integrated shell to take properly into account my ruby version manager (rvm) "ruby-version" file into account.

Now I can work properly with rubymine again. I love when I loose 1h over this kind of ***

• Have rvm (obviously)

• Shell : /usr/bin/zsh --login

• Have ruby-version file

• Have your ruby version installed properly in rvm

• Open your project settings, and in Tools / terminal, uncheck "shell integration"