I've done it and can't see why it would be a violation.
2005 NEC, 410.15 allows the luminaire supports to be used as raceways...
2008 reads the same, but is 410.30
IV. Luminaire Supports
410.30 Supports.
A General. Luminaires and lampholders shall be securely supported. A luminaire that weighs more than 3 kg (6 lb) or exceeds 400 mm (16 in.) in any dimension shall not be supported by the screw shell of a lampholder.
B Metal or Nonmetallic Poles Supporting Luminaires. Metal or nonmetallic poles shall be permitted to be used to support luminaires and as a raceway to enclose supply conductors, provided the following conditions are met:
(1)A pole shall have a handhole not less than 50 mm ? 100 mm (2 in. ? 4 in.) with a cover suitable for use in wet locations to provide access to the supply terminations within the pole or pole base.
Exception No. 1: No handhole shall be required in a pole 2.5 m (8 ft) or less in height abovegrade where the supply wiring method continues without splice or pull point, and where the interior of the pole and any splices are accessible by removing the luminaire.
Exception No. 2: No handhole shall be required in a pole 6.0 m (20 ft) or less in height abovegrade that is provided with a hinged base.
(2)Where raceway risers or cable is not installed within the pole, a threaded fitting or nipple shall be brazed, welded, or attached to the pole opposite the handhole for the supply connection.
(3)A metal pole shall be provided with an equipment grounding terminal as follows:
a.A pole with a handhole shall have the equipment grounding terminal accessible from the handhole.
b.A pole with a hinged base shall have the equipment grounding terminal accessible within the base. Exception to (3): No grounding terminal shall be required in a pole 2.5 m (8 ft) or less in height abovegrade where the supply wiring method continues without splice or pull, and where the interior of the pole and any splices are accessible by removing the luminaire.
(4)A metal pole with a hinged base shall have the hinged base and pole bonded together.
(5)Metal raceways or other equipment grounding conductors shall be bonded to the metal pole with an equipment grounding conductor recognized by 250.118 and sized in accordance with 250.122.
(6)Conductors in vertical poles used as raceway shall be supported as provided in 300.19.
Kent