State tax filing

I'm not sure that the previous answer applies to your situation.

I would point out that the New York tax memorandum referred to by @ThomasM125 specifically applies to employees.  In fact, New York Tax Code Section 132.18(a), which is quoted in the memorandum, specifically states:

"If a nonresident employee . . . performs services for his employer both within and without New York State, his income derived from New York State sources includes that proportion of his total compensation for services rendered as an employee which the total number of working days employed within New York
State bears to the total number of working days employed both within and without New York State..."

As a self-employed independent contractor, you are your own employer.  Once you became located outside New York, as a self-employed individual you became neither a New York employer nor a New York employee.  Nor were your independent contractor services performed "both within and without" New York State, as the statute also requires.  

Hence my (totally unofficial) opinion is that @ThomasM125's references do not apply to your situation, and that your independent contractor income earned as a non-resident of New York is not New York source income and is not subject to New York taxation.