Using Frappe Client API (Python) to insert new Sales Invoices can be tricky. So here's how I did it:

insert_invoice.py

def http_connection():
    connection = []
    try:
        connection = FrappeClient("https://erp-site.com", "username or email", "password")

    except SocketTimeout as st:
        print("Connection to %s timed out. (timeout=%s)" % (st.host, st.timeout))
        connection = False

    except SocketError as e:
        # print("Failed to establish a new connection: %s" % e)
        print("Failed to establish a network connection")
        connection = False

    return connection

def insert_invoice():

    https = http_connection()
    
    if https:
        resonse = https.insert({
                        
            "doctype": "Sales Invoice",
            "naming_series": "ACC-SINV-.YYYY.-",
            "company": "Company Mould Public",
            "set_posting_time": "1",
            "posting_date": "1900-12-01",
            "is_pos": "1", 
            "conversion_rate": 1.0, 
            "currency": "ZMW", 
            "debit_to": "Debtors - CMP",
            "customer": "Customer Name",
            "customer_name": "Customer Name",
            "grand_total": 100.000, 
            "base_grand_total": 100.000, 
            "net_total": 84.000, 
            "base_net_total": 84.000, 
            "base_rounded_total": 100.000,
            "rounded_total": 100.000, 
            "plc_conversion_rate": 1.0, 
            "price_list_currency": "ZMW", 
            "price_list_name": "Standard Selling", 
            "docstatus":1,
            "items": [{
            
                "item_code": "Milk",
                "item_name": "Milk",
                "description": "Milk",
                "uom": "ml",
                "conversion_factor":1,
                "rate": 50.000,
                "base_rate": 50.000,
                "amount": 100.000,
                "base_amount": 100.000,
                "income_account": "Cash - CMP",
                "stock_qty":2,
                "qty": 2
            }],
            "payments":[{
                "mode_of_payment":"Cash",
                "amount":100.000,
                "base_amount":100.000,
                "account":"Cash - CMP"
                }],
            "taxes": [{
                "account_head": "VAT - CMP", 
                "charge_type": "On Net Total", 
                "description": "VAT @ 16.0",
                "tax_amount": 16.00
            }]
        })

TIP: To use Python 3 you have to merge all the Pull Requests on the Frappe Client repo or use a Fork that already does like https://github.com/MohammadAhmad1990/frappe-client

Adapted from https://gist.github.com/rmehta/5418237