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/nodes/ma_alignment.py

@@ -0,0 +1,51 @@
+"""이평선 정배열 점수 — 5개 조건 충족 개수 / 5 × 100."""
+
+import pandas as pd
+
+from .base import ScoreNode
+
+
+class MaAlignment(ScoreNode):
+    name  = "ma_alignment"
+    label = "이평선 정배열"
+    default_params = {"ma_periods": [50, 150, 200]}
+    param_schema = {
+        "type": "object",
+        "properties": {
+            "ma_periods": {"type": "array", "items": {"type": "integer"}}
+        },
+    }
+
+    def compute(self, ctx, params: dict) -> pd.Series:
+        ma_periods = params.get("ma_periods", self.default_params["ma_periods"])
+        if len(ma_periods) != 3:
+            raise ValueError("ma_periods must have 3 entries (short, medium, long)")
+        ma_s, ma_m, ma_l = (int(x) for x in ma_periods)
+
+        prices = ctx.prices
+        if prices.empty:
+            return pd.Series(dtype=float)
+
+        ordered = prices.sort_values("date")
+        min_history = max(252, ma_l)
+
+        def _score(s: pd.Series) -> float:
+            closes = s.astype(float).reset_index(drop=True)
+            if len(closes) < min_history:
+                return float("nan")
+            close = closes.iloc[-1]
+            ma_short  = closes.rolling(ma_s).mean().iloc[-1]
+            ma_medium = closes.rolling(ma_m).mean().iloc[-1]
+            ma_long   = closes.rolling(ma_l).mean().iloc[-1]
+            low52 = closes.iloc[-252:].min()
+            conds = [
+                close > ma_short,
+                ma_short  > ma_medium,
+                ma_medium > ma_long,
+                close > ma_long,
+                close >= low52 * 1.25,
+            ]
+            return sum(conds) / 5 * 100.0
+
+        raw = ordered.groupby("ticker", group_keys=False)["close"].apply(_score)
+        return raw.fillna(0.0)