I see Debug(...) is a method of the QCAlorithm() class. And it looks like messages passed to Debug() are simply added to an ivar, _debugMessages, which is a list of strings.

I'm trying to output debugging and log messages from other classes, for example from a custom class derived from BaseData. How would you recommend outputting to QuantConnect's console or logs from a class derived from BaseData? Can messages be passed to a global variable for the algorithm?