How open my EPS files in Illustrator and keep my files in vector

I make it in illustrator it's why i was surprised to see pixels. But i guess it's just cause Illustrator don't open EPS format good.

The EPS file format is often used for vector content, but EPS supports both vector and bitmap. It looks like your Photoshop file has some bitmap content.

"on some parts i have pixels"

If you painted in Photoshop then you will have pixels. Have you tried to convert pixels to vectoir using automated tracing feature in Illustrator? As already mentioned, try to paint in Illustrator which also offers brushes that can paint vector objects.

Photoshop is a raster image editor. It can't normally output vector content except under a very few special circumstances.

Even if the EPS format is primarily a vector format, it can also contain raster content. So if the file was created in Photoshop, it will have raster, not vector, content. Opening it in a vector application like Illustrator doesn't change that. You can't "convert" raster to vector. You have to recreate it as vector.

If you need a vector file, don't use Photoshop. Use Illustrator.