Arrange the sweet potatoes on a baking sheet, and bake in preheated oven for 1 hour.
Cut a slit into the top of each potato. Carefully scoop out the pulp from the potato, leaving the skins intact; place the potato in a large bowl. Add the margarine and pineapple to the potato and stir together. Stuff the potato mixture back into the reserved potato skins. Sprinkle the pecans over each potato.
Return the stuffed potato skins to the oven; bake another 12 minutes.