Virtually all Yii applications are built on top of a database, and though Yii is very flexible in how it addresses your DB, some design choices make things more convenient than others.
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Wiki articles tagged with "database"
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Multiple-database support in Yii
The customary configuration of a Yii application includes just a single database section in the protected/config/main.php file, but it's easy to extend this to support more than one, tying each Model to one of the databases.