Yes, you have to file part year returns in each state. You lived and worked in both of those states for part of the year.
If you use online software you need Premium. Or any version of the desktop download to prepare the Schedule C's you need for the self-employment income.
https://ttlc.intuit.com/questions/1901227-how-do-i-file-a-part-year-state-return
https://ttlc.intuit.com/questions/1901560-how-do-i-file-if-i-moved-to-a-different-state-last-year
https://ttlc.intuit.com/questions/2895983-how-do-i-allocate-split-income-for-a-part-year-state-retur...
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