Why NY state TAX includes the income I made in CA. It should only tax the income I made in NY state , is not it?

This is actually how New York computes its nonresident income tax. The program is working correctly.

Since you're a New Jersey resident, I'm assuming that you're filing New York Form IT-203, Nonresident and Part-Year Resident Income Tax Return. 

If you'll look at the form linked above, page 2 takes both your federal income and your New York income into account.  Your tax is computed as if you were a full-year New York resident. 

Then, the form computes your New York-sourced income as a percentage of your federal income.  It then applies that percentage to the tax amount so that, in the end, you're only being taxed on your New York-sourced income.