The attached file is famous "Enjoying the Lantern Festival for Ming Xianzong"(明憲宗元宵行樂圖),in this picture we can find people set off rocket(沖天炮)and fire-lance(萬花筒?)for fun. Since this picture was painted at about AD 1475, so I think it's a strong evidence for the existence of military rocket in Ming Dynasty, isn't it?
p.s. Who can tell me how to get the higher resolution version of that picture? I hope I can read it more detail, thank you all!