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Directly writing user input (for example, an HTTP request parameter) to a webpage without properly sanitizing the input first, allows for a cross-site scripting vulnerability.
To guard against cross-site scripting, consider escaping the input before writing user input to the page. The standard library provides escaping functions: html.escape() for Python 3.2 upwards or cgi.escape() older versions of Python. Most frameworks also provide their own escaping functions, for example flask.escape().
The following example is a minimal flask app which shows a safe and unsafe way to render the given name back to the page. The first view is unsafe as first_name is not escaped, leaving the page vulnerable to cross-site scripting attacks. The second view is safe as first_name is escaped, so it is not vulnerable to cross-site scripting attacks.
Wikipedia: Cross-site scripting.
Python Library Reference: html.escape().
Common Weakness Enumeration: CWE-79.
Common Weakness Enumeration: CWE-116.