I managed to create new orders, pass all data into but  either I missed something or this method is useless because, once I create order and trying to create invoice it open a new view but without any data, no customer name, no product, nothing.

How's that ? why it won't get data from order ?

self.env['sale.order'].create({
     'field': variable,
     'field2': variable2
     ...
})

With self.env you choose the foreign model you want to create. From there you can call a lot of usefull methods, create is one of them.

Further Information: https://www.odoo.com/documentation/8.0/reference/orm.html

This is a code I'm using in one of my modules. Use it as example by changing the values of the vals dict with your own values

vals = {
    'name': self.name,
    'date_order': self.appointment_date,
    'partner_id': self.patient.partner_id.id,
    'user_id': self.doctor.partner_id.user_id.id,
    'order_line': [[0, 0, {
        'name': self.consultations.name,
        'price_unit': self.consultations.list_price,
        'product_id': self.consultations.id,
    }]],
}
if pricelist_id:
    vals['pricelist_id'] = pricelist_id.id
    vals['currency_id'] = pricelist_id.currency_id.id
self.sale_id = self.env['sale.order'].create(vals)