CA taxes for independent contractor from WI

Hi!  I do financial consulting for a CA company, but live in WI.  I will receive a 1099 from the CA company, but have never been in CA.  Do I still need to file a CA return and a WI return?  If I have to file both will either state give me a credit for taxes paid?  If I have to file in CA I assume only my schedule C income related to CA is taxable - do I need to separate all my expenses between this CA 1099 and other 1099 income?