IS there a way to setlocale via system.yml or site.yml file?

Actually, I guess the server host is set as default US format. I like to display dates in french.
IS there a way to set it into yml files ?

pages.dateformat.locale: "fr_FR" would produce :

setlocale(LC_ALL, 'fr_FR');

and display 12 Mars 2013 in place of 12 March 2013. Thanks

We don't currently have that, please submit an issue: https://github.com/getgrav/grav/issues and i'll make sure it doesn't slip through the cracks.