Citrus has long been grown indoors in cold climates with short cloudy winter days (think about the orangeries in the palaces in Northern Europe in the 1700’s). Citrus lends itself to this practice since most cultivars are self-fertile (not requiring pollination), can tolerate low light conditions when dormant, and can be grafted on Flying Dragon rootstock to keep it dwarfed.
Avocado would be more of a challenge. They tend to shed leaves when subjected to a change in environment (moved inside after a summer outside), produce a large number of flowers requiring pollination in mid-winter with only a small number of these flowers actually setting fruit, even on trees growing outside in the subtopics.
Both citrus and avocados are grown in Southern California and so can tolerate low humidity, although spider and citrus mites, if present, can be a problem on plants grown in low humidity.
Pineapples are more adaptable. They can tolerate low light levels in the winter (at the expense of productivity), are very drought tolerant, have a minimal root system (making them easy to transplant and stuff in a tiny pot ), and in a greenhouse setting will continue to grow slowly and flower in the winter. I pot up and grow my pineapples in the greenhouse for the winter, then plant them out in my vegetable garden for the summer. Typically several of them will start flowering in late winter and will mature their fruit that summer in the garden. They are said to require pollination, but I’ve never had poor fruit set even on plants that bloomed in the greenhouse.