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You want the save-point signal on the CAPIDocument.  Something like this:

import wingapi

def _connect_to_document(doc):
  def _on_modified(savepoint):
    if not savepoint:
      return
    # Execute yapf here, possibly with wingapi.gApplication.AsyncExecuteCommandLine
  connect_id = doc.Connect('save-point', _on_modified)

def _init():
  wingapi.gApplication.Connect('document-open', _connect_to_document)
  for doc in wingapi.gApplication.GetOpenDocuments():
    _connect_to_document(doc)

_init()