The Datasource should be auto start on startup.
Try deploying a *ds.xml file into your server's deploy directory. This will remain after you restart a server.
You may get an example copy of the file for oracle under JBOSS_HOME/docs/examples/jca/oracle*-ds.xml.
Actually,it looks like the admin-console will produce that xml file for you under deploy directory already ( I thought it store it somewhere else that's not persist after a server restart.) In this case, just ensure your DS is configured correctly and able to connect. You can compare your file version with the ones in the examples/jca folder.