refactor: rename stock-lab → stock (graduation)

- git mv stock-lab/ → stock/
- docker-compose.yml: 서비스 키 + container_name + build.context +
  frontend.depends_on + agent-office STOCK_LAB_URL → STOCK_URL
- agent-office/app: config.py, service_proxy.py, agents/stock.py, tests/
  STOCK_LAB_URL → STOCK_URL
- nginx/default.conf: proxy_pass http://stock-lab → http://stock (3 lines)
- CLAUDE.md / README.md / STATUS.md / scripts/ 문구 갱신
- stock/ 내부 자기 참조 갱신

lab 네이밍 정책 (feedback_lab_naming.md) graduation.
API URL / Python import / DB 파일명 변경 없음.

stock/app/screener/_test_fixtures.py

@@ -0,0 +1,76 @@
+"""Synthetic fixtures for screener tests — no DB / no FDR / no naver."""
+
+import datetime as dt
+import pandas as pd
+
+
+def make_master(tickers: list[str], market_caps: dict | None = None,
+                preferred: set | None = None, managed: set | None = None) -> pd.DataFrame:
+    market_caps = market_caps or {t: 100_000_000_000 for t in tickers}
+    preferred = preferred or set()
+    managed = managed or set()
+    return pd.DataFrame([
+        {
+            "ticker": t,
+            "name": f"테스트{t}",
+            "market": "KOSPI",
+            "market_cap": market_caps.get(t),
+            "is_managed": int(t in managed),
+            "is_preferred": int(t in preferred),
+            "is_spac": 0,
+            "listed_date": None,
+        }
+        for t in tickers
+    ]).set_index("ticker")
+
+
+def make_prices(tickers: list[str], days: int = 260, start_close: int = 50000,
+                trend_pct: float = 0.0,
+                asof: dt.date = dt.date(2026, 5, 12)) -> pd.DataFrame:
+    """trend_pct: 일별 종가 등락률(%). 양수면 상승 추세."""
+    rows = []
+    for t in tickers:
+        close = start_close
+        for i in range(days):
+            day_idx = days - 1 - i              # asof가 마지막
+            date = asof - dt.timedelta(days=day_idx)
+            high = int(close * 1.012)
+            low  = int(close * 0.988)
+            rows.append({
+                "ticker": t, "date": date.isoformat(),
+                "open": close, "high": high, "low": low, "close": close,
+                "volume": 1_000_000, "value": close * 1_000_000,
+            })
+            close = int(close * (1 + trend_pct / 100))
+    return pd.DataFrame(rows)
+
+
+def make_flow(tickers: list[str], days: int = 260,
+              foreign_per_day: dict | None = None,
+              asof: dt.date = dt.date(2026, 5, 12)) -> pd.DataFrame:
+    foreign_per_day = foreign_per_day or {t: 0 for t in tickers}
+    rows = []
+    for t in tickers:
+        for i in range(days):
+            day_idx = days - 1 - i
+            date = asof - dt.timedelta(days=day_idx)
+            rows.append({
+                "ticker": t, "date": date.isoformat(),
+                "foreign_net": foreign_per_day.get(t, 0),
+                "institution_net": 0,
+            })
+    return pd.DataFrame(rows)
+
+
+def make_kospi(days: int = 260, start: int = 2500, trend_pct: float = 0.0,
+               asof: dt.date = dt.date(2026, 5, 12)) -> pd.Series:
+    values = []
+    dates = []
+    v = start
+    for i in range(days):
+        day_idx = days - 1 - i
+        d = asof - dt.timedelta(days=day_idx)
+        dates.append(d.isoformat())
+        values.append(v)
+        v = v * (1 + trend_pct / 100)
+    return pd.Series(values, index=dates, name="kospi")