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"