Can be a little tricky to print:

d20_base is pretty straightforward, needs supports i used rafts too but my adhesion is not very good
d20_pole is easy too, no supports but use raft since there is very little useful surface, those are stackable so add as many as you like (two in the picture)
d20_bend needs supports but only touching buildplate since pulling them out of the tube would be a pain
d20_shade is the most troublesome, supports are needed and i extended them 1mm to have something more to pull on when removing them, some numbers are a bit filmsy so be delicate
d20_bulb print with hole facing down, should almost print fine without supports but i used them for the screw, raft advised since here too the surface is small
d20_lid optional, you can leave the bottom open if you don't mind seeing the wires when you move the lamp, can be useful to add some weight to the base since the whole setup tends to be somewhat top heavy

the numbers on the bottom faces are etched in the bulb, i just sharpie'd them black but i guess they can be left as they are or painted in some way according to taste